+302.9%
WM vs DTE
+138.6%
+164.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.0% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -4.3% | -1.9% | -2.5% | -3.5% |
| 3M | +0.8% | -3.3% | +4.1% | +2.4% |
| 6M | -10.8% | -7.1% | -3.6% | -7.7% |
| YTD | -0.1% | +8.1% | -8.2% | -3.8% |
| 1Y | +1.0% | +5.3% | -4.2% | -1.6% |
| 3Y | +45.1% | +48.2% | -3.1% | +18.9% |
| 5Y | +52.1% | +33.2% | +18.9% | +30.3% |
| 10Y | +302.9% | +137.5% | +165.4% | +167.6% |
| All | +302.9% | +138.6% | +164.3% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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