+330.3%
WM vs DAR
+311.7%
+18.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | +3.2% | +11.6% | -8.4% | +1.7% |
| 30D | +13.0% | -10.2% | +23.3% | +14.5% |
| 3M | +9.2% | -14.8% | +24.1% | +11.3% |
| 6M | +13.6% | -10.1% | +23.7% | +14.7% |
| YTD | +12.4% | +55.5% | -43.1% | +4.7% |
| 1Y | +21.2% | +61.7% | -40.5% | +12.2% |
| 3Y | +48.7% | +37.2% | +11.5% | +36.8% |
| 5Y | +61.9% | -26.9% | +88.8% | +62.8% |
| All | +330.3% | +311.7% | +18.6% | +182.0% |
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