+26,336.4%
WM vs DTE
+3,490.8%
+22,845.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -2.4% | -2.6% | +0.2% | -1.4% |
| 3M | +0.4% | -3.9% | +4.3% | +2.0% |
| 6M | -9.5% | -7.9% | -1.6% | -6.6% |
| YTD | +0.5% | +7.2% | -6.7% | -2.3% |
| 1Y | -1.1% | +3.1% | -4.2% | -2.4% |
| 3Y | +46.0% | +47.6% | -1.5% | +24.1% |
| 5Y | +51.8% | +32.7% | +19.1% | +33.9% |
| 10Y | +307.5% | +138.8% | +168.8% | +181.9% |
| All | +26,336.4% | +3,490.8% | +22,845.6% | +8,758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling