+324.8%
WM vs IT
+93.0%
+231.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.8% |
| 7D | +0.8% | -6.8% | +7.6% | +2.2% |
| 30D | +13.8% | -0.6% | +14.4% | +13.7% |
| 3M | +6.4% | +3.1% | +3.3% | +5.1% |
| 6M | +13.2% | +25.5% | -12.3% | +6.0% |
| YTD | +10.8% | -23.5% | +34.3% | +14.3% |
| 1Y | +20.2% | -16.6% | +36.8% | +21.5% |
| 3Y | +46.5% | -53.1% | +99.6% | +65.8% |
| 5Y | +61.3% | -41.4% | +102.7% | +68.0% |
| 10Y | +324.8% | +90.9% | +233.8% | +209.4% |
| All | +324.8% | +93.0% | +231.8% | +209.4% |
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