+64.6%
WM vs GTLB
-49.8%
+114.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.2% |
| 7D | +0.8% | -9.6% | +10.4% | +0.8% |
| 30D | +13.8% | -15.5% | +29.3% | +14.0% |
| 3M | +6.4% | +12.4% | -6.0% | +6.2% |
| 6M | +13.2% | +84.6% | -71.3% | +12.3% |
| YTD | +10.8% | +26.1% | -15.3% | +10.3% |
| 1Y | +20.2% | +1.7% | +18.5% | +20.0% |
| 3Y | +46.5% | +6.1% | +40.4% | +45.4% |
| 5Y | +61.3% | -61.1% | +122.4% | +67.8% |
| All | +64.6% | -49.8% | +114.4% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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