+64.0%
WM vs AUR
-35.0%
+99.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +11.1% | -12.3% | -1.3% |
| 30D | -4.5% | -6.9% | +2.4% | -4.4% |
| 3M | -2.2% | +5.5% | -7.7% | -2.3% |
| 6M | -11.5% | +41.0% | -52.5% | -12.1% |
| YTD | -0.7% | +69.3% | -69.9% | -1.7% |
| 1Y | +0.3% | +14.0% | -13.7% | -0.1% |
| 3Y | +44.2% | +90.1% | -45.9% | +40.4% |
| 5Y | +51.6% | -34.4% | +86.0% | +45.4% |
| All | +64.0% | -35.0% | +99.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling