+1,946.2%
WM vs DVA
+5,406.5%
-3,460.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | +1.2% | +2.1% | -0.8% | +0.9% |
| 30D | +13.1% | +8.2% | +4.8% | +11.7% |
| 3M | +3.6% | +5.9% | -2.3% | +2.6% |
| 6M | +8.1% | -1.3% | +9.4% | +7.7% |
| YTD | +8.9% | +68.4% | -59.5% | -0.6% |
| 1Y | +20.3% | +57.5% | -37.1% | +10.9% |
| 3Y | +46.2% | +142.3% | -96.1% | +24.8% |
| 5Y | +59.9% | +75.0% | -15.1% | +39.6% |
| 10Y | +345.6% | +226.4% | +119.2% | +245.3% |
| All | +1,946.2% | +5,406.5% | -3,460.2% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling