+884.0%
WM vs FIVE
+867.4%
+16.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | +1.0% |
| 7D | +5.9% | +7.5% | -1.6% | +5.2% |
| 30D | +15.4% | +16.7% | -1.3% | +13.7% |
| 3M | +6.3% | +13.4% | -7.0% | +5.0% |
| 6M | +5.6% | +9.0% | -3.5% | +4.3% |
| YTD | +9.9% | +33.8% | -23.9% | +6.2% |
| 1Y | +20.8% | +61.2% | -40.3% | +14.6% |
| 3Y | +48.5% | +42.1% | +6.4% | +39.3% |
| 5Y | +60.6% | +21.4% | +39.2% | +50.4% |
| 10Y | +349.8% | +609.1% | -259.3% | +236.7% |
| All | +884.0% | +867.4% | +16.6% | +583.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling