+697.9%
WM vs AU
+714.1%
-16.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.7% | -0.2% |
| 7D | -0.5% | +20.8% | -21.3% | -1.4% |
| 30D | +13.3% | +5.5% | +7.8% | +12.9% |
| 3M | +4.4% | +3.9% | +0.5% | +4.0% |
| 6M | +10.8% | -5.4% | +16.3% | +10.6% |
| YTD | +9.1% | +20.7% | -11.6% | +7.0% |
| 1Y | +19.1% | +49.8% | -30.7% | +15.4% |
| 3Y | +45.7% | +565.6% | -520.0% | +28.9% |
| 5Y | +60.4% | +500.4% | -439.9% | +41.2% |
| 10Y | +328.7% | +795.4% | -466.7% | +258.5% |
| All | +697.9% | +714.1% | -16.3% | +546.8% |
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 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