+63.1%
WM vs GFS
-13.3%
+76.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.2% | -5.3% | +6.4% | +1.2% |
| 30D | +13.7% | -15.8% | +29.5% | +13.9% |
| 3M | +5.2% | -18.6% | +23.9% | +5.5% |
| 6M | +11.2% | -45.0% | +56.2% | +12.1% |
| YTD | +9.4% | +16.8% | -7.4% | +6.1% |
| 1Y | +20.4% | +17.8% | +2.6% | +16.6% |
| 3Y | +44.7% | -21.5% | +66.2% | +41.5% |
| 5Y | +58.5% | -29.3% | +87.8% | +53.3% |
| All | +63.1% | -13.3% | +76.3% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling