+4,756.0%
WM vs AZO
+46,994.3%
-42,238.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | +13.8% | +11.7% | +2.1% | +11.3% |
| 3M | +6.4% | +6.4% | 0.0% | +5.0% |
| 6M | +13.2% | -5.5% | +18.8% | +14.2% |
| YTD | +10.8% | -4.5% | +15.3% | +11.1% |
| 1Y | +20.2% | -13.8% | +34.0% | +23.0% |
| 3Y | +46.5% | +19.8% | +26.6% | +39.6% |
| 5Y | +61.3% | +71.6% | -10.3% | +41.9% |
| 10Y | +324.8% | +331.5% | -6.7% | +207.1% |
| All | +4,756.0% | +46,994.3% | -42,238.3% | +1,518.3% |
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