+71.3%
WM vs LTH
+180.7%
-109.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +3.2% | -1.3% | +4.5% | +3.3% |
| 30D | +13.0% | +15.7% | -2.6% | +12.1% |
| 3M | +9.2% | +5.0% | +4.2% | +8.9% |
| 6M | +13.6% | +37.7% | -24.0% | +11.8% |
| YTD | +12.4% | +75.0% | -62.6% | +9.0% |
| 1Y | +21.2% | +82.6% | -61.4% | +17.2% |
| 3Y | +48.7% | +241.3% | -192.6% | +40.6% |
| 5Y | +61.9% | +135.4% | -73.5% | +48.8% |
| All | +71.3% | +180.7% | -109.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling