+63.3%
WM vs CAPR
+126.3%
-63.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | +4.5% | +29.7% | -25.2% | +4.4% |
| 30D | +16.1% | +11.0% | +5.1% | +16.0% |
| 3M | +8.0% | +118.8% | -110.8% | +7.7% |
| 6M | +8.4% | -73.9% | +82.3% | +8.5% |
| YTD | +11.2% | -70.2% | +81.4% | +11.2% |
| 1Y | +22.3% | +38.3% | -15.9% | +20.8% |
| 3Y | +50.2% | +199.7% | -149.4% | +44.7% |
| 5Y | +63.3% | +130.6% | -67.3% | +55.1% |
| All | +63.3% | +126.3% | -63.0% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling