+29,154.7%
WM vs D
+2,488.7%
+26,666.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +4.5% | +6.9% | -2.4% | +1.9% |
| 30D | +16.1% | +12.3% | +3.7% | +11.2% |
| 3M | +8.0% | +3.0% | +5.0% | +6.8% |
| 6M | +8.4% | +12.8% | -4.4% | +3.4% |
| YTD | +11.2% | +22.6% | -11.3% | +2.8% |
| 1Y | +22.3% | +21.7% | +0.7% | +13.2% |
| 3Y | +50.2% | +83.9% | -33.7% | +17.3% |
| 5Y | +63.3% | +14.0% | +49.3% | +51.0% |
| 10Y | +355.0% | +45.6% | +309.5% | +278.1% |
| All | +29,154.7% | +2,488.7% | +26,666.1% | +8,752.1% |
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 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