+48.7%
WM vs IT
-53.3%
+101.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +13.0% | -1.8% | +14.9% | +13.2% |
| 3M | +9.2% | +4.8% | +4.4% | +8.5% |
| 6M | +13.6% | +33.0% | -19.4% | +9.3% |
| YTD | +12.4% | -23.8% | +36.2% | +13.9% |
| 1Y | +21.2% | -16.5% | +37.7% | +21.6% |
| 3Y | +48.7% | -53.6% | +102.3% | +60.5% |
| All | +48.7% | -53.3% | +101.9% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling