+330.3%
WM vs CG
+278.5%
+51.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +13.0% | +11.2% | +1.8% | +11.3% |
| 3M | +9.2% | -22.1% | +31.3% | +12.8% |
| 6M | +13.6% | -17.9% | +31.6% | +16.1% |
| YTD | +12.4% | -31.3% | +43.7% | +17.3% |
| 1Y | +21.2% | -24.0% | +45.2% | +24.4% |
| 3Y | +48.7% | +45.0% | +3.7% | +32.0% |
| 5Y | +61.9% | -22.6% | +84.5% | +58.9% |
| All | +330.3% | +278.5% | +51.9% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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