+336.4%
WM vs DRI
+367.2%
-30.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +1.2% | +2.8% | -1.6% | +0.7% |
| 30D | +13.1% | +13.3% | -0.2% | +10.7% |
| 3M | +3.6% | +8.2% | -4.6% | +2.2% |
| 6M | +8.1% | +17.5% | -9.5% | +5.0% |
| YTD | +8.9% | +26.9% | -18.0% | +4.2% |
| 1Y | +20.3% | +31.6% | -11.2% | +14.3% |
| 3Y | +46.2% | +67.0% | -20.8% | +32.1% |
| 5Y | +59.9% | +72.9% | -13.0% | +42.0% |
| All | +336.4% | +367.2% | -30.7% | +242.4% |
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