+44.7%
WM vs CAPR
+222.5%
-177.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.9% | +10.3% | +0.3% |
| 7D | +1.2% | +7.6% | -6.5% | +1.1% |
| 30D | +13.7% | +13.3% | +0.4% | +13.6% |
| 3M | +5.2% | +130.4% | -125.2% | +4.9% |
| 6M | +11.2% | -70.8% | +82.0% | +11.2% |
| YTD | +9.4% | -69.3% | +78.7% | +9.4% |
| 1Y | +20.4% | +59.5% | -39.1% | +19.2% |
| 3Y | +44.7% | +216.8% | -172.1% | +44.0% |
| All | +44.7% | +222.5% | -177.9% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling