+326.4%
WM vs DD
+100.9%
+225.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +1.2% | +2.2% | -1.1% | +0.6% |
| 30D | +13.7% | +20.7% | -7.0% | +9.1% |
| 3M | +5.2% | +11.3% | -6.1% | +2.6% |
| 6M | +11.2% | +6.0% | +5.2% | +9.2% |
| YTD | +9.4% | +31.7% | -22.3% | +1.5% |
| 1Y | +20.4% | +32.2% | -11.9% | +11.4% |
| 3Y | +44.7% | +92.7% | -48.0% | +18.7% |
| 5Y | +58.5% | +72.1% | -13.6% | +31.4% |
| 10Y | +326.4% | +99.7% | +226.7% | +214.7% |
| All | +326.4% | +100.9% | +225.4% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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