+1,570.3%
WM vs GRMN
+6,890.4%
-5,320.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +1.2% | +4.7% | -3.5% | +0.4% |
| 30D | +13.1% | +3.4% | +9.7% | +12.4% |
| 3M | +3.6% | -5.0% | +8.7% | +4.4% |
| 6M | +8.1% | +18.6% | -10.5% | +4.4% |
| YTD | +8.9% | +42.5% | -33.6% | +1.5% |
| 1Y | +20.3% | +42.3% | -22.0% | +12.1% |
| 3Y | +46.2% | +158.5% | -112.3% | +19.7% |
| 5Y | +59.9% | +123.6% | -63.7% | +33.0% |
| 10Y | +345.6% | +682.5% | -336.9% | +198.0% |
| All | +1,570.3% | +6,890.4% | -5,320.1% | +669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling