-9.5%
WM vs IT
+13.8%
-23.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | -0.3% | -6.0% | +5.7% | +0.3% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +0.4% | +13.1% | -12.6% | -2.8% |
| 6M | -9.5% | +11.7% | -21.2% | -11.4% |
| All | -9.5% | +13.8% | -23.2% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling