+28,817.6%
WM vs GD
+20,595.6%
+8,222.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | +5.9% | +3.0% | +3.0% | +5.0% |
| 30D | +15.4% | +10.5% | +4.9% | +12.2% |
| 3M | +6.3% | -5.0% | +11.3% | +7.8% |
| 6M | +5.6% | +5.5% | +0.1% | +3.8% |
| YTD | +9.9% | +10.3% | -0.4% | +6.4% |
| 1Y | +20.8% | +8.2% | +12.7% | +17.6% |
| 3Y | +48.5% | +59.0% | -10.5% | +29.0% |
| 5Y | +60.6% | +104.3% | -43.7% | +29.8% |
| 10Y | +349.8% | +202.4% | +147.3% | +224.2% |
| All | +28,817.6% | +20,595.6% | +8,222.0% | +9,912.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling