+80.7%
WM vs AUR
-54.5%
+135.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +1.2% | +6.6% | -5.4% | +1.1% |
| 30D | +13.7% | -22.0% | +35.6% | +13.9% |
| 3M | +5.2% | -34.8% | +40.0% | +5.5% |
| 6M | +11.2% | -35.7% | +46.9% | +11.5% |
| YTD | +9.4% | +18.5% | -9.1% | +8.6% |
| 1Y | +20.4% | +4.4% | +16.0% | +19.7% |
| 3Y | +44.7% | +150.7% | -106.0% | +39.6% |
| 5Y | +58.5% | -53.6% | +112.1% | +52.4% |
| All | +80.7% | -54.5% | +135.2% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling