+336.4%
WM vs DAR
+268.8%
+67.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +1.2% | -9.9% | +11.1% | +2.6% |
| 30D | +13.1% | -16.4% | +29.5% | +15.7% |
| 3M | +3.6% | -17.1% | +20.7% | +5.9% |
| 6M | +8.1% | -20.5% | +28.5% | +10.9% |
| YTD | +8.9% | +39.4% | -30.5% | +3.0% |
| 1Y | +20.3% | +57.2% | -36.9% | +11.7% |
| 3Y | +46.2% | +13.9% | +32.3% | +38.5% |
| 5Y | +59.9% | -40.8% | +100.7% | +66.9% |
| All | +336.4% | +268.8% | +67.6% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling