+3,137.1%
WM vs IT
+6,105.9%
-2,968.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.5% |
| 7D | -0.3% | -6.0% | +5.7% | +0.7% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | +0.4% | +13.1% | -12.6% | -2.4% |
| 6M | -9.5% | +11.7% | -21.2% | -12.3% |
| YTD | +0.5% | -26.1% | +26.6% | +3.5% |
| 1Y | -1.1% | -21.3% | +20.2% | +0.4% |
| 3Y | +46.0% | -46.7% | +92.8% | +55.4% |
| 5Y | +51.8% | -40.5% | +92.3% | +56.8% |
| 10Y | +307.5% | +103.9% | +203.6% | +238.0% |
| All | +3,137.1% | +6,105.9% | -2,968.8% | +1,388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling