+310.4%
WM vs AZO
+300.1%
+10.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -4.5% | -5.1% | +0.6% | -3.2% |
| 3M | -2.2% | -7.2% | +5.0% | -0.4% |
| 6M | -11.5% | -20.7% | +9.3% | -6.3% |
| YTD | -0.7% | -14.2% | +13.5% | +2.7% |
| 1Y | +0.3% | -32.2% | +32.5% | +10.4% |
| 3Y | +44.2% | +11.1% | +33.1% | +37.5% |
| 5Y | +51.6% | +87.6% | -36.0% | +23.2% |
| 10Y | +310.4% | +302.9% | +7.5% | +181.1% |
| All | +310.4% | +300.1% | +10.4% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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