+302.8%
WM vs GDDY
+207.2%
+95.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | -5.3% | +6.8% | -12.1% | -6.4% |
| 3M | -2.0% | +30.5% | -32.5% | -6.6% |
| 6M | -8.6% | +13.3% | -21.9% | -11.3% |
| YTD | -1.6% | -21.0% | +19.4% | +0.6% |
| 1Y | -1.2% | -34.0% | +32.8% | +3.9% |
| 3Y | +41.9% | +33.1% | +8.8% | +31.1% |
| 5Y | +49.6% | +30.3% | +19.2% | +36.3% |
| All | +302.8% | +207.2% | +95.5% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling