+53.9%
WM vs AU
+668.7%
-614.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | -2.4% | +23.9% | -26.3% | -3.2% |
| 3M | +0.4% | +19.1% | -18.7% | -0.4% |
| 6M | -9.5% | -0.2% | -9.3% | -9.5% |
| YTD | +0.5% | +32.5% | -32.0% | -1.5% |
| 1Y | -1.1% | +96.9% | -98.0% | -5.9% |
| 3Y | +46.0% | +614.7% | -568.7% | +26.4% |
| All | +53.9% | +668.7% | -614.7% | +31.2% |
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