+330.8%
WM vs GRMN
+636.8%
-306.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +15.2% | +3.5% | +11.7% | +14.4% |
| 3M | +8.3% | -7.3% | +15.7% | +9.9% |
| 6M | +13.1% | +21.8% | -8.6% | +7.5% |
| YTD | +12.5% | +42.8% | -30.3% | +2.3% |
| 1Y | +21.8% | +46.5% | -24.7% | +9.9% |
| 3Y | +48.8% | +158.3% | -109.5% | +8.0% |
| 5Y | +62.1% | +122.6% | -60.6% | +22.4% |
| All | +330.8% | +636.8% | -306.0% | +128.1% |
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