+20.0%
WM vs LUNR
+20.8%
-0.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +15.0% | -14.8% | +0.7% |
| 7D | -0.5% | +22.1% | -22.6% | +0.5% |
| 30D | +13.3% | -8.7% | +22.0% | +13.5% |
| 3M | +4.4% | -26.6% | +31.0% | +4.0% |
| 6M | +10.8% | -58.4% | +69.3% | +9.6% |
| YTD | +9.1% | -25.8% | +34.9% | +8.0% |
| All | +20.0% | +20.8% | -0.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling