+943.9%
WM vs CAPR
-99.1%
+1,043.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | -2.4% | +139.2% | -141.6% | -2.8% |
| 3M | +0.4% | -66.4% | +66.8% | +0.6% |
| 6M | -9.5% | -63.1% | +53.7% | -9.4% |
| YTD | +0.5% | -67.4% | +67.9% | +0.6% |
| 1Y | -1.1% | +58.2% | -59.3% | -2.7% |
| 3Y | +46.0% | +42.2% | +3.8% | +42.8% |
| 5Y | +51.8% | +87.3% | -35.4% | +47.9% |
| 10Y | +307.5% | -75.3% | +382.8% | +290.5% |
| All | +943.9% | -99.1% | +1,043.0% | +866.9% |
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