+46.2%
WM vs GFS
-27.1%
+73.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -1.9% |
| 7D | +1.2% | -7.8% | +9.0% | +1.0% |
| 30D | +13.1% | -19.7% | +32.7% | +12.5% |
| 3M | +3.6% | -23.1% | +26.7% | +3.1% |
| 6M | +8.1% | -46.4% | +54.5% | +6.9% |
| YTD | +8.9% | +11.0% | -2.1% | +5.5% |
| 1Y | +20.3% | +12.6% | +7.7% | +16.4% |
| 3Y | +46.2% | -24.9% | +71.1% | +41.6% |
| All | +46.2% | -27.1% | +73.3% | +41.6% |
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