+26,336.4%
WM vs D
+2,347.4%
+23,989.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | -2.4% | -2.6% | +0.2% | -1.5% |
| 3M | +0.4% | 0.0% | +0.4% | +0.4% |
| 6M | -9.5% | +7.4% | -16.8% | -12.1% |
| YTD | +0.5% | +15.9% | -15.4% | -5.2% |
| 1Y | -1.1% | +18.1% | -19.2% | -7.5% |
| 3Y | +46.0% | +58.4% | -12.3% | +20.2% |
| 5Y | +51.8% | +5.2% | +46.6% | +44.5% |
| 10Y | +307.5% | +35.9% | +271.7% | +247.2% |
| All | +26,336.4% | +2,347.4% | +23,989.0% | +8,067.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling