+26,336.4%
WM vs DD
+961.9%
+25,374.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.5% |
| 30D | -2.4% | -10.3% | +7.9% | +0.1% |
| 3M | +0.4% | -7.5% | +8.0% | +2.0% |
| 6M | -9.5% | -8.0% | -1.5% | -8.6% |
| YTD | +0.5% | +10.5% | -10.0% | -3.1% |
| 1Y | -1.1% | +38.3% | -39.4% | -10.1% |
| 3Y | +46.0% | +42.5% | +3.5% | +28.7% |
| 5Y | +51.8% | +60.2% | -8.4% | +27.6% |
| 10Y | +307.5% | +68.9% | +238.7% | +220.1% |
| All | +26,336.4% | +961.9% | +25,374.5% | +9,561.7% |
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 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