+63.3%
WM vs COO
-39.4%
+102.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +4.5% | +5.3% | -0.8% | +3.6% |
| 30D | +16.1% | +12.5% | +3.5% | +13.8% |
| 3M | +8.0% | -15.1% | +23.2% | +10.5% |
| 6M | +8.4% | +3.7% | +4.7% | +7.4% |
| YTD | +11.2% | -22.5% | +33.7% | +15.1% |
| 1Y | +22.3% | -7.8% | +30.1% | +23.0% |
| 3Y | +50.2% | -24.1% | +74.3% | +52.1% |
| 5Y | +63.3% | -40.1% | +103.4% | +72.1% |
| All | +63.3% | -39.4% | +102.7% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling