+60.4%
WM vs DRI
+76.5%
-16.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.5% | +3.1% | -3.6% | -0.9% |
| 30D | +13.3% | +16.2% | -2.9% | +10.8% |
| 3M | +4.4% | +8.4% | -4.0% | +3.0% |
| 6M | +10.8% | +19.0% | -8.2% | +7.8% |
| YTD | +9.1% | +28.8% | -19.8% | +4.5% |
| 1Y | +19.1% | +33.1% | -14.0% | +13.6% |
| 3Y | +45.7% | +70.8% | -25.1% | +32.5% |
| 5Y | +60.4% | +74.2% | -13.8% | +46.3% |
| All | +60.4% | +76.5% | -16.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling