+302.9%
WM vs DVA
+178.6%
+124.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.3% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -4.3% | -2.0% | -2.3% | -4.1% |
| 3M | +0.8% | -6.3% | +7.0% | +1.3% |
| 6M | -10.8% | +19.4% | -30.2% | -13.8% |
| YTD | -0.1% | +58.5% | -58.5% | -8.0% |
| 1Y | +1.0% | +33.9% | -32.8% | -4.6% |
| 3Y | +45.1% | +88.4% | -43.4% | +27.5% |
| 5Y | +52.1% | +39.5% | +12.6% | +38.8% |
| 10Y | +302.9% | +179.5% | +123.5% | +208.9% |
| All | +302.9% | +178.6% | +124.4% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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