+59.7%
WM vs DD
+58.5%
+1.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | +1.2% | +4.6% | -3.4% | +0.7% |
| 30D | +13.1% | +11.8% | +1.3% | +11.7% |
| 3M | +3.6% | +2.2% | +1.5% | +3.3% |
| 6M | +8.1% | -1.6% | +9.7% | +8.0% |
| YTD | +8.9% | +23.0% | -14.1% | +5.3% |
| 1Y | +20.3% | +26.9% | -6.6% | +15.8% |
| 3Y | +46.2% | +77.9% | -31.7% | +30.8% |
| All | +59.7% | +58.5% | +1.3% | +41.5% |
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