+1,441.4%
WM vs GRMN
+6,655.2%
-5,213.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | -2.4% | -8.4% | +6.1% | -1.0% |
| 3M | +0.4% | +15.0% | -14.6% | -2.3% |
| 6M | -9.5% | +11.2% | -20.7% | -11.7% |
| YTD | +0.5% | +37.7% | -37.2% | -5.7% |
| 1Y | -1.1% | +18.5% | -19.6% | -5.0% |
| 3Y | +46.0% | +175.8% | -129.8% | +18.0% |
| 5Y | +51.8% | +75.1% | -23.3% | +31.9% |
| 10Y | +307.5% | +637.0% | -329.5% | +175.3% |
| All | +1,441.4% | +6,655.2% | -5,213.8% | +614.7% |
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