+326.4%
WM vs CG
+308.6%
+17.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.5% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | +13.7% | +8.5% | +5.1% | +12.3% |
| 3M | +5.2% | -12.1% | +17.4% | +6.8% |
| 6M | +11.2% | -16.4% | +27.6% | +13.4% |
| YTD | +9.4% | -28.0% | +37.4% | +13.5% |
| 1Y | +20.4% | -18.9% | +39.3% | +22.5% |
| 3Y | +44.7% | +51.2% | -6.6% | +27.8% |
| 5Y | +58.5% | -15.9% | +74.3% | +53.3% |
| 10Y | +326.4% | +305.9% | +20.4% | +212.7% |
| All | +326.4% | +308.6% | +17.8% | +212.7% |
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