+53.9%
WM vs DD
+61.3%
-7.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | -2.4% | -10.3% | +7.9% | -1.3% |
| 3M | +0.4% | -7.5% | +8.0% | +1.1% |
| 6M | -9.5% | -8.0% | -1.5% | -9.0% |
| YTD | +0.5% | +10.5% | -10.0% | -1.7% |
| 1Y | -1.1% | +38.3% | -39.4% | -6.6% |
| 3Y | +46.0% | +42.5% | +3.5% | +35.3% |
| All | +53.9% | +61.3% | -7.4% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling