+401.6%
WM vs GDDY
+406.5%
-4.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -0.3% | +3.7% | -4.0% | -0.8% |
| 30D | -2.4% | +10.4% | -12.8% | -3.7% |
| 3M | +0.4% | +19.4% | -19.0% | -2.4% |
| 6M | -9.5% | +14.3% | -23.8% | -11.8% |
| YTD | +0.5% | -18.4% | +18.9% | +2.0% |
| 1Y | -1.1% | -30.1% | +29.0% | +2.3% |
| 3Y | +46.0% | +39.4% | +6.6% | +36.5% |
| 5Y | +51.8% | +35.2% | +16.7% | +40.8% |
| 10Y | +307.5% | +210.0% | +97.5% | +246.4% |
| All | +401.6% | +406.5% | -4.9% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling