-1.1%
WM vs GDDY
-29.3%
+28.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -0.3% | +3.7% | -4.0% | -0.7% |
| 30D | -2.4% | +10.4% | -12.8% | -3.4% |
| 3M | +0.4% | +19.4% | -19.0% | -2.0% |
| 6M | -9.5% | +14.3% | -23.8% | -11.6% |
| YTD | +0.5% | -18.4% | +18.9% | +0.8% |
| 1Y | -1.1% | -30.1% | +29.0% | +0.1% |
| All | -1.1% | -29.3% | +28.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling