+20.3%
WM vs COO
-9.4%
+29.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +1.2% | +4.7% | -3.5% | +0.3% |
| 30D | +13.1% | +13.9% | -0.8% | +10.7% |
| 3M | +3.6% | -14.9% | +18.6% | +6.0% |
| 6M | +8.1% | +2.0% | +6.0% | +7.7% |
| YTD | +8.9% | -23.9% | +32.8% | +12.3% |
| 1Y | +20.3% | -9.6% | +30.0% | +22.8% |
| All | +20.3% | -9.4% | +29.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling