+696.7%
WM vs AU
+661.9%
+34.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.3% |
| 7D | +1.2% | +16.5% | -15.3% | +0.4% |
| 30D | +13.1% | +3.3% | +9.8% | +12.8% |
| 3M | +3.6% | +6.8% | -3.2% | +3.1% |
| 6M | +8.1% | -3.9% | +12.0% | +7.8% |
| YTD | +8.9% | +12.9% | -4.0% | +7.2% |
| 1Y | +20.3% | +43.5% | -23.1% | +16.8% |
| 3Y | +46.2% | +445.5% | -399.4% | +30.7% |
| 5Y | +59.9% | +469.0% | -409.1% | +41.1% |
| 10Y | +345.6% | +698.3% | -352.7% | +274.9% |
| All | +696.7% | +661.9% | +34.8% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling