+63.3%
WM vs DAR
-40.1%
+103.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +1.3% |
| 7D | +4.5% | -8.1% | +12.6% | +4.9% |
| 30D | +16.1% | -17.1% | +33.2% | +17.2% |
| 3M | +8.0% | -12.3% | +20.3% | +8.6% |
| 6M | +8.4% | -21.8% | +30.2% | +9.7% |
| YTD | +11.2% | +40.8% | -29.6% | +8.6% |
| 1Y | +22.3% | +57.4% | -35.0% | +18.6% |
| 3Y | +50.2% | +12.1% | +38.1% | +47.6% |
| 5Y | +63.3% | -40.2% | +103.5% | +73.0% |
| All | +63.3% | -40.1% | +103.4% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling