+21.2%
WM vs GH
+56.7%
-35.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | +3.2% | +0.6% | +2.7% | +3.2% |
| 30D | +13.0% | -6.9% | +19.9% | +12.6% |
| 3M | +9.2% | -4.9% | +14.1% | +9.0% |
| 6M | +13.6% | +54.1% | -40.4% | +13.8% |
| YTD | +12.4% | +48.5% | -36.1% | +13.1% |
| 1Y | +21.2% | +61.2% | -39.9% | +23.1% |
| All | +21.2% | +56.7% | -35.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling