+2,664.2%
WM vs DRI
+8,061.0%
-5,396.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +4.5% | +3.7% | +0.8% | +3.7% |
| 30D | +16.1% | +13.5% | +2.6% | +13.2% |
| 3M | +8.0% | +10.4% | -2.3% | +5.8% |
| 6M | +8.4% | +19.5% | -11.1% | +4.4% |
| YTD | +11.2% | +28.2% | -17.0% | +5.3% |
| 1Y | +22.3% | +31.0% | -8.7% | +15.2% |
| 3Y | +50.2% | +67.1% | -16.8% | +33.3% |
| 5Y | +63.3% | +74.7% | -11.4% | +41.6% |
| 10Y | +355.0% | +376.2% | -21.1% | +198.8% |
| All | +2,664.2% | +8,061.0% | -5,396.7% | +933.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling