+28,547.2%
WM vs D
+2,450.0%
+26,097.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | +1.2% | +3.0% | -1.8% | +0.1% |
| 30D | +13.1% | +11.5% | +1.6% | +8.7% |
| 3M | +3.6% | +3.7% | -0.1% | +2.2% |
| 6M | +8.1% | +13.5% | -5.5% | +2.9% |
| YTD | +8.9% | +20.7% | -11.8% | +1.2% |
| 1Y | +20.3% | +18.2% | +2.1% | +12.5% |
| 3Y | +46.2% | +73.3% | -27.1% | +16.7% |
| 5Y | +59.9% | +12.3% | +47.6% | +48.7% |
| 10Y | +345.6% | +43.4% | +302.2% | +272.3% |
| All | +28,547.2% | +2,450.0% | +26,097.2% | +8,616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling