+49.3%
WM vs D
+82.3%
-33.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +4.5% | +6.9% | -2.4% | +2.6% |
| 30D | +16.1% | +12.3% | +3.7% | +12.5% |
| 3M | +8.0% | +3.0% | +5.0% | +7.0% |
| 6M | +8.4% | +12.8% | -4.4% | +4.9% |
| YTD | +11.2% | +22.6% | -11.3% | +5.3% |
| 1Y | +22.3% | +21.7% | +0.7% | +15.9% |
| All | +49.3% | +82.3% | -33.0% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling