+345.7%
WM vs GD
+192.5%
+153.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.2% |
| 7D | +4.5% | -3.9% | +8.4% | +6.2% |
| 30D | +16.1% | +8.1% | +8.0% | +12.1% |
| 3M | +8.0% | -6.8% | +14.8% | +11.2% |
| 6M | +8.4% | +3.0% | +5.4% | +6.5% |
| YTD | +11.2% | +7.8% | +3.5% | +6.5% |
| 1Y | +22.3% | +5.8% | +16.5% | +18.0% |
| 3Y | +50.2% | +55.3% | -5.1% | +19.3% |
| 5Y | +63.3% | +96.7% | -33.4% | +14.3% |
| All | +345.7% | +192.5% | +153.2% | +165.4% |
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