+319.6%
WM vs GRMN
+651.6%
-332.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +1.2% | +6.3% | -5.2% | -0.2% |
| 30D | +13.7% | +7.6% | +6.1% | +11.9% |
| 3M | +5.2% | -7.5% | +12.7% | +6.8% |
| 6M | +11.2% | +21.2% | -10.0% | +5.8% |
| YTD | +9.4% | +44.0% | -34.6% | -0.7% |
| 1Y | +20.4% | +44.7% | -24.4% | +9.0% |
| 3Y | +44.7% | +160.5% | -115.8% | +5.0% |
| 5Y | +58.5% | +124.6% | -66.2% | +19.6% |
| All | +319.6% | +651.6% | -332.0% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling