+1,428.2%
WM vs LII
+3,124.4%
-1,696.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -2.4% | -12.6% | +10.2% | +0.2% |
| 3M | +0.4% | -24.4% | +24.9% | +5.4% |
| 6M | -9.5% | -28.7% | +19.2% | -4.4% |
| YTD | +0.5% | -19.1% | +19.6% | +3.2% |
| 1Y | -1.1% | -29.7% | +28.6% | +4.2% |
| 3Y | +46.0% | +4.8% | +41.3% | +38.2% |
| 5Y | +51.8% | +24.6% | +27.3% | +35.9% |
| 10Y | +307.5% | +169.2% | +138.3% | +205.6% |
| All | +1,428.2% | +3,124.4% | -1,696.2% | +555.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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