+46.5%
WM vs GFS
-16.3%
+62.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +1.4% |
| 7D | +0.8% | +6.2% | -5.5% | +1.0% |
| 30D | +13.8% | -11.4% | +25.2% | +13.6% |
| 3M | +6.4% | -15.5% | +21.9% | +6.2% |
| 6M | +13.2% | -42.6% | +55.8% | +12.4% |
| YTD | +10.8% | +23.2% | -12.4% | +7.6% |
| 1Y | +20.2% | +23.6% | -3.4% | +16.7% |
| All | +46.5% | -16.3% | +62.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling