+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -2.4% | -3.6% | +1.2% | -1.1% |
| 3M | +0.4% | -1.0% | +1.4% | +0.8% |
| 6M | -9.5% | +6.3% | -15.8% | -11.8% |
| YTD | +0.5% | +14.7% | -14.2% | -4.9% |
| 1Y | -1.1% | +16.9% | -18.0% | -7.2% |
| 3Y | +46.0% | +56.8% | -10.8% | +20.6% |
| 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% | +8,066.3% |
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