+47.5%
WM vs COMP
+346.2%
-298.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.6% |
| 7D | +5.9% | +9.5% | -3.6% | +5.9% |
| 30D | +15.4% | +8.1% | +7.3% | +15.4% |
| 3M | +6.3% | -16.3% | +22.7% | +6.2% |
| 6M | +5.6% | +42.2% | -36.6% | +5.4% |
| YTD | +9.9% | -5.0% | +14.9% | +10.2% |
| 1Y | +20.8% | +20.1% | +0.7% | +20.8% |
| All | +47.5% | +346.2% | -298.7% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling