+1,319.0%
WM vs ITOT
+896.7%
+422.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +0.4% | +2.0% | -1.5% | -1.3% |
| 6M | -9.5% | +13.0% | -22.5% | -17.2% |
| YTD | +0.5% | +14.0% | -13.5% | -8.7% |
| 1Y | -1.1% | +19.9% | -21.0% | -13.4% |
| 3Y | +46.0% | +75.8% | -29.8% | -3.8% |
| 5Y | +51.8% | +73.8% | -22.0% | -1.3% |
| 10Y | +307.5% | +295.9% | +11.6% | +41.0% |
| All | +1,319.0% | +896.7% | +422.3% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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