+1,041.9%
WM vs CAPR
-99.1%
+1,141.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.6% | +1.6% |
| 7D | +5.9% | +43.2% | -37.3% | +5.8% |
| 30D | +15.4% | +14.7% | +0.7% | +15.3% |
| 3M | +6.3% | +113.9% | -107.6% | +5.9% |
| 6M | +5.6% | -73.4% | +79.0% | +5.8% |
| YTD | +9.9% | -69.1% | +79.0% | +10.0% |
| 1Y | +20.8% | +47.2% | -26.4% | +18.9% |
| 3Y | +48.5% | +210.8% | -162.3% | +44.7% |
| 5Y | +60.6% | +134.1% | -73.5% | +56.2% |
| 10Y | +349.8% | -67.3% | +417.1% | +330.3% |
| All | +1,041.9% | -99.1% | +1,141.0% | +957.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling