+328.7%
WM vs FIVE
+596.6%
-267.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.4% |
| 7D | -0.5% | +6.2% | -6.7% | -1.1% |
| 30D | +13.3% | +18.2% | -4.9% | +11.4% |
| 3M | +4.4% | +3.8% | +0.5% | +3.8% |
| 6M | +10.8% | +13.7% | -2.9% | +9.0% |
| YTD | +9.1% | +34.7% | -25.7% | +5.1% |
| 1Y | +19.1% | +66.6% | -47.5% | +12.3% |
| 3Y | +45.7% | +44.3% | +1.4% | +36.5% |
| 5Y | +60.4% | +18.8% | +41.7% | +51.1% |
| 10Y | +328.7% | +569.2% | -240.5% | +216.0% |
| All | +328.7% | +596.6% | -267.9% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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