+99.3%
WM vs COMP
-52.0%
+151.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.7% | -12.8% | -2.2% |
| 7D | +1.2% | +13.4% | -12.2% | +1.0% |
| 30D | +13.1% | +11.1% | +2.0% | +12.9% |
| 3M | +3.6% | -18.8% | +22.5% | +3.8% |
| 6M | +8.1% | +10.5% | -2.4% | +7.8% |
| YTD | +8.9% | -3.4% | +12.3% | +8.7% |
| 1Y | +20.3% | +19.7% | +0.6% | +19.7% |
| 3Y | +46.2% | +381.6% | -335.4% | +40.5% |
| 5Y | +59.9% | -17.6% | +77.5% | +54.1% |
| All | +99.3% | -52.0% | +151.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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