+25,826.9%
WM vs LUMN
+151.3%
+25,675.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -5.3% | +6.7% | -12.1% | -6.0% |
| 3M | -4.2% | -17.6% | +13.3% | -2.9% |
| 6M | -8.1% | +1.6% | -9.7% | -9.5% |
| YTD | -1.4% | -12.4% | +10.9% | -2.5% |
| 1Y | +0.2% | +10.9% | -10.7% | -4.8% |
| 3Y | +43.1% | +379.6% | -336.5% | -3.8% |
| 5Y | +49.8% | -38.0% | +87.8% | +37.7% |
| 10Y | +307.3% | -57.0% | +364.3% | +268.3% |
| All | +25,826.9% | +151.3% | +25,675.6% | +12,284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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