+349.8%
WM vs GD
+202.0%
+147.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.7% |
| 7D | +5.9% | +3.0% | +3.0% | +4.5% |
| 30D | +15.4% | +10.5% | +4.9% | +10.5% |
| 3M | +6.3% | -5.0% | +11.3% | +8.6% |
| 6M | +5.6% | +5.5% | +0.1% | +2.7% |
| YTD | +9.9% | +10.3% | -0.4% | +4.2% |
| 1Y | +20.8% | +8.2% | +12.7% | +15.5% |
| 3Y | +48.5% | +59.0% | -10.5% | +16.7% |
| 5Y | +60.6% | +104.3% | -43.7% | +10.5% |
| 10Y | +349.8% | +202.4% | +147.3% | +161.2% |
| All | +349.8% | +202.0% | +147.8% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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