+326.4%
WM vs COO
+38.3%
+288.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.2% | +4.5% | -3.3% | 0.0% |
| 30D | +13.7% | +16.9% | -3.2% | +9.2% |
| 3M | +5.2% | -16.7% | +21.9% | +9.7% |
| 6M | +11.2% | +5.9% | +5.2% | +8.7% |
| YTD | +9.4% | -22.4% | +31.9% | +15.7% |
| 1Y | +20.4% | -10.1% | +30.5% | +22.2% |
| 3Y | +44.7% | -22.8% | +67.5% | +47.7% |
| 5Y | +58.5% | -41.4% | +99.9% | +74.5% |
| 10Y | +326.4% | +41.3% | +285.1% | +271.4% |
| All | +326.4% | +38.3% | +288.0% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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