+62.1%
WM vs GTLB
-61.5%
+123.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.2% | -3.5% | +4.7% | +1.2% |
| 30D | +15.2% | -9.0% | +24.2% | +15.3% |
| 3M | +8.3% | +15.9% | -7.5% | +8.2% |
| 6M | +13.1% | +104.9% | -91.7% | +12.3% |
| YTD | +12.5% | +26.0% | -13.5% | +12.2% |
| 1Y | +21.8% | +1.8% | +20.0% | +21.6% |
| 3Y | +48.8% | +6.0% | +42.8% | +47.9% |
| 5Y | +62.1% | -62.2% | +124.2% | +67.9% |
| All | +62.1% | -61.5% | +123.6% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling