+328.7%
WM vs CAPR
-64.9%
+393.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | +0.1% |
| 7D | -0.5% | +36.0% | -36.5% | -0.6% |
| 30D | +13.3% | +25.8% | -12.5% | +13.2% |
| 3M | +4.4% | +140.8% | -136.4% | +3.9% |
| 6M | +10.8% | -67.6% | +78.4% | +10.9% |
| YTD | +9.1% | -65.9% | +74.9% | +9.1% |
| 1Y | +19.1% | +66.1% | -47.0% | +17.5% |
| 3Y | +45.7% | +256.9% | -211.2% | +42.1% |
| 5Y | +60.4% | +172.1% | -111.7% | +56.4% |
| 10Y | +328.7% | -64.7% | +393.4% | +312.3% |
| All | +328.7% | -64.9% | +393.7% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling