+21.2%
WM vs DRI
+34.4%
-13.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +13.0% | +9.7% | +3.3% | +11.4% |
| 3M | +9.2% | +3.2% | +6.1% | +8.4% |
| 6M | +13.6% | +20.6% | -6.9% | +11.1% |
| YTD | +12.4% | +28.3% | -15.9% | +8.5% |
| 1Y | +21.2% | +34.5% | -13.3% | +15.9% |
| All | +21.2% | +34.4% | -13.2% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling