+4,306.1%
WM vs AZO
+43,293.3%
-38,987.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -2.4% | -2.7% | +0.3% | -1.9% |
| 3M | +0.4% | -3.2% | +3.6% | +1.0% |
| 6M | -9.5% | -19.7% | +10.3% | -5.8% |
| YTD | +0.5% | -12.0% | +12.5% | +2.6% |
| 1Y | -1.1% | -29.5% | +28.4% | +5.4% |
| 3Y | +46.0% | +17.3% | +28.7% | +39.8% |
| 5Y | +51.8% | +94.1% | -42.3% | +30.5% |
| 10Y | +307.5% | +303.3% | +4.2% | +198.8% |
| All | +4,306.1% | +43,293.3% | -38,987.2% | +1,393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling