+44.7%
WM vs AZO
+20.1%
+24.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +1.2% | +0.5% | +0.6% | +1.0% |
| 30D | +13.7% | +9.4% | +4.2% | +11.1% |
| 3M | +5.2% | +4.9% | +0.3% | +3.8% |
| 6M | +11.2% | -8.0% | +19.2% | +12.7% |
| YTD | +9.4% | -5.1% | +14.6% | +9.5% |
| 1Y | +20.4% | -13.7% | +34.1% | +23.4% |
| 3Y | +44.7% | +19.1% | +25.6% | +39.6% |
| All | +44.7% | +20.1% | +24.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling