+172.5%
WM vs EQX
+232.0%
-59.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -5.7% | +7.8% | -13.4% | -6.0% |
| 3M | -2.4% | +21.3% | -23.8% | -3.2% |
| 6M | -9.0% | -22.4% | +13.4% | -8.3% |
| YTD | -2.0% | -11.3% | +9.3% | -2.1% |
| 1Y | -1.6% | +13.5% | -15.1% | -2.9% |
| 3Y | +41.3% | +162.1% | -120.9% | +32.4% |
| 5Y | +48.9% | +84.2% | -35.3% | +39.4% |
| All | +172.5% | +232.0% | -59.6% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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