+59.7%
WM vs AU
+465.1%
-405.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.2% |
| 7D | +1.2% | +16.5% | -15.3% | +0.7% |
| 30D | +13.1% | +3.3% | +9.8% | +12.9% |
| 3M | +3.6% | +6.8% | -3.2% | +3.2% |
| 6M | +8.1% | -3.9% | +12.0% | +8.0% |
| YTD | +8.9% | +12.9% | -4.0% | +7.2% |
| 1Y | +20.3% | +43.5% | -23.1% | +16.5% |
| 3Y | +46.2% | +445.5% | -399.4% | +28.4% |
| All | +59.7% | +465.1% | -405.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling