+1,981.1%
WM vs DVA
+5,180.6%
-3,199.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.9% |
| 7D | +0.8% | -4.8% | +5.5% | +1.4% |
| 30D | +13.8% | +0.9% | +12.9% | +13.5% |
| 3M | +6.4% | +2.9% | +3.5% | +5.8% |
| 6M | +13.2% | -7.8% | +21.0% | +13.9% |
| YTD | +10.8% | +61.5% | -50.8% | +1.7% |
| 1Y | +20.2% | +50.1% | -29.9% | +11.5% |
| 3Y | +46.5% | +121.1% | -74.7% | +26.7% |
| 5Y | +61.3% | +72.9% | -11.6% | +41.0% |
| 10Y | +324.8% | +208.2% | +116.5% | +231.8% |
| All | +1,981.1% | +5,180.6% | -3,199.4% | +841.0% |
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