+29,154.7%
WM vs DD
+1,069.5%
+28,085.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.1% |
| 7D | +4.5% | +3.1% | +1.4% | +3.6% |
| 30D | +16.1% | +8.7% | +7.3% | +13.6% |
| 3M | +8.0% | -1.2% | +9.3% | +8.0% |
| 6M | +8.4% | -1.1% | +9.5% | +7.9% |
| YTD | +11.2% | +21.7% | -10.5% | +4.6% |
| 1Y | +22.3% | +24.0% | -1.7% | +14.4% |
| 3Y | +50.2% | +75.6% | -25.4% | +25.8% |
| 5Y | +63.3% | +58.2% | +5.1% | +37.9% |
| 10Y | +355.0% | +88.0% | +267.0% | +247.8% |
| All | +29,154.7% | +1,069.5% | +28,085.2% | +10,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling