+45.1%
WM vs AZO
+14.4%
+30.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -4.3% | -5.6% | +1.3% | -3.0% |
| 3M | +0.8% | -4.0% | +4.7% | +1.6% |
| 6M | -10.8% | -18.9% | +8.2% | -6.7% |
| YTD | -0.1% | -13.0% | +12.9% | +2.4% |
| 1Y | +1.0% | -30.4% | +31.4% | +9.5% |
| 3Y | +45.1% | +12.7% | +32.4% | +40.2% |
| All | +45.1% | +14.4% | +30.7% | +40.2% |
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