+2,588.4%
WM vs DAR
+1,762.6%
+825.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -2.4% | +12.8% | -15.2% | -2.9% |
| 3M | +0.4% | +7.4% | -6.9% | 0.0% |
| 6M | -9.5% | +22.3% | -31.7% | -10.4% |
| YTD | +0.5% | +81.1% | -80.6% | -2.3% |
| 1Y | -1.1% | +106.5% | -107.6% | -4.5% |
| 3Y | +46.0% | +5.3% | +40.7% | +44.2% |
| 5Y | +51.8% | -11.5% | +63.4% | +50.2% |
| 10Y | +307.5% | +353.3% | -45.8% | +273.6% |
| All | +2,588.4% | +1,762.6% | +825.9% | +2,408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling