+60.6%
WM vs COMP
-21.4%
+82.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.5% |
| 7D | +5.9% | +9.5% | -3.6% | +5.8% |
| 30D | +15.4% | +8.1% | +7.3% | +15.2% |
| 3M | +6.3% | -16.3% | +22.7% | +6.5% |
| 6M | +5.6% | +42.2% | -36.6% | +4.8% |
| YTD | +9.9% | -5.0% | +14.9% | +9.8% |
| 1Y | +20.8% | +20.1% | +0.7% | +20.1% |
| 3Y | +48.5% | +358.4% | -309.9% | +42.2% |
| 5Y | +60.6% | -21.9% | +82.5% | +57.1% |
| All | +60.6% | -21.4% | +82.0% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling