+26,336.4%
WM vs COO
+5,988.7%
+20,347.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | -2.4% | -7.0% | +4.6% | -1.8% |
| 3M | +0.4% | +12.2% | -11.8% | -0.5% |
| 6M | -9.5% | -15.1% | +5.6% | -8.5% |
| YTD | +0.5% | -15.1% | +15.6% | +1.6% |
| 1Y | -1.1% | +2.3% | -3.4% | -1.5% |
| 3Y | +46.0% | -23.7% | +69.7% | +47.8% |
| 5Y | +51.8% | -38.9% | +90.7% | +55.5% |
| 10Y | +307.5% | +49.9% | +257.6% | +291.7% |
| All | +26,336.4% | +5,988.7% | +20,347.7% | +20,013.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling