+59.3%
WM vs GRMN
+122.8%
-63.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.2% | +6.3% | -5.2% | +0.5% |
| 30D | +13.7% | +7.6% | +6.1% | +12.9% |
| 3M | +5.2% | -7.5% | +12.7% | +5.9% |
| 6M | +11.2% | +21.2% | -10.0% | +8.8% |
| YTD | +9.4% | +44.0% | -34.6% | +4.6% |
| 1Y | +20.4% | +44.7% | -24.4% | +15.0% |
| 3Y | +44.7% | +160.5% | -115.8% | +22.0% |
| All | +59.3% | +122.8% | -63.5% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling