+7.5%
WM vs GLXY
-44.8%
+52.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +0.7% |
| 7D | +4.5% | -28.4% | +32.9% | +2.7% |
| 30D | +16.1% | -41.4% | +57.5% | +13.4% |
| 3M | +8.0% | -31.9% | +40.0% | +6.5% |
| 6M | +8.4% | -57.2% | +65.6% | +5.6% |
| YTD | +11.2% | -41.9% | +53.2% | +9.8% |
| 1Y | +22.3% | -58.7% | +81.0% | +19.5% |
| All | +7.5% | -44.8% | +52.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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