+59.7%
WM vs IT
-43.2%
+102.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | +1.2% | -16.9% | +18.1% | +3.7% |
| 30D | +13.1% | +2.3% | +10.7% | +12.6% |
| 3M | +3.6% | +2.9% | +0.8% | +2.9% |
| 6M | +8.1% | +25.9% | -17.8% | +3.4% |
| YTD | +8.9% | -24.6% | +33.6% | +11.6% |
| 1Y | +20.3% | -16.0% | +36.4% | +21.2% |
| 3Y | +46.2% | -51.6% | +97.7% | +59.7% |
| All | +59.7% | -43.2% | +102.9% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling