+328.7%
WM vs IT
+96.9%
+231.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -0.5% | -18.8% | +18.3% | +3.6% |
| 30D | +13.3% | -0.1% | +13.4% | +13.1% |
| 3M | +4.4% | +2.9% | +1.5% | +3.1% |
| 6M | +10.8% | +20.4% | -9.6% | +4.6% |
| YTD | +9.1% | -24.3% | +33.4% | +12.8% |
| 1Y | +19.1% | -17.2% | +36.3% | +20.6% |
| 3Y | +45.7% | -52.4% | +98.1% | +64.1% |
| 5Y | +60.4% | -43.7% | +104.1% | +68.9% |
| 10Y | +328.7% | +90.3% | +238.4% | +212.0% |
| All | +328.7% | +96.9% | +231.8% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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