+0.2%
WM vs AZO
-32.7%
+32.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -5.3% | -5.3% | 0.0% | -4.1% |
| 3M | -4.2% | -7.3% | +3.1% | -2.8% |
| 6M | -8.1% | -22.7% | +14.6% | -3.5% |
| YTD | -1.4% | -15.0% | +13.6% | +0.8% |
| 1Y | +0.2% | -32.2% | +32.5% | +8.4% |
| All | +0.2% | -32.7% | +32.9% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling