+52.1%
WM vs AUR
-34.2%
+86.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -0.6% |
| 7D | -0.9% | +19.2% | -20.1% | -1.1% |
| 30D | -4.3% | -7.8% | +3.4% | -4.3% |
| 3M | +0.8% | +4.0% | -3.2% | +0.7% |
| 6M | -10.8% | +45.0% | -55.7% | -11.4% |
| YTD | -0.1% | +69.5% | -69.6% | -1.1% |
| 1Y | +1.0% | +13.0% | -12.0% | +0.6% |
| 3Y | +45.1% | +90.4% | -45.3% | +41.2% |
| 5Y | +52.1% | -34.2% | +86.3% | +47.0% |
| All | +52.1% | -34.2% | +86.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling