+305.6%
WM vs DRI
+361.6%
-56.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -2.4% | +3.8% | -6.2% | -3.0% |
| 3M | +0.4% | +13.0% | -12.6% | -1.7% |
| 6M | -9.5% | +8.3% | -17.8% | -10.9% |
| YTD | +0.5% | +20.6% | -20.1% | -3.0% |
| 1Y | -1.1% | +6.5% | -7.5% | -2.7% |
| 3Y | +46.0% | +53.7% | -7.7% | +33.7% |
| 5Y | +51.8% | +72.7% | -20.9% | +34.6% |
| All | +305.6% | +361.6% | -56.0% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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