+41.8%
WM vs LUNR
+62.5%
-20.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.4% | -0.6% |
| 7D | -0.9% | +6.5% | -7.4% | -0.9% |
| 30D | -4.3% | -4.4% | 0.0% | -4.3% |
| 3M | +0.8% | -47.3% | +48.0% | +0.8% |
| 6M | -10.8% | -11.1% | +0.3% | -10.9% |
| YTD | -0.1% | -3.4% | +3.3% | -0.2% |
| 1Y | +1.0% | +85.8% | -84.8% | +0.7% |
| 3Y | +45.1% | +264.7% | -219.6% | +44.1% |
| All | +41.8% | +62.5% | -20.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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