+336.4%
WM vs COO
+41.2%
+295.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +1.2% | +4.7% | -3.5% | 0.0% |
| 30D | +13.1% | +13.9% | -0.8% | +9.4% |
| 3M | +3.6% | -14.9% | +18.6% | +7.5% |
| 6M | +8.1% | +2.0% | +6.0% | +6.7% |
| YTD | +8.9% | -23.9% | +32.8% | +15.7% |
| 1Y | +20.3% | -9.6% | +30.0% | +21.9% |
| 3Y | +46.2% | -25.4% | +71.6% | +50.7% |
| 5Y | +59.9% | -41.2% | +101.1% | +75.4% |
| All | +336.4% | +41.2% | +295.2% | +283.2% |
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