+336.4%
WM vs CAPR
-68.5%
+405.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.7% | -2.1% |
| 7D | +1.2% | +41.1% | -39.9% | +1.1% |
| 30D | +13.1% | +11.1% | +2.0% | +13.0% |
| 3M | +3.6% | +115.3% | -111.7% | +3.2% |
| 6M | +8.1% | -73.8% | +81.9% | +8.2% |
| YTD | +8.9% | -68.8% | +77.7% | +9.0% |
| 1Y | +20.3% | +43.3% | -23.0% | +18.7% |
| 3Y | +46.2% | +214.7% | -168.5% | +42.7% |
| 5Y | +59.9% | +141.3% | -81.4% | +55.9% |
| All | +336.4% | -68.5% | +405.0% | +320.1% |
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