+42.6%
WM vs LUNR
+53.5%
-10.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.2% |
| 7D | -0.3% | -3.6% | +3.3% | -0.3% |
| 30D | -2.4% | +5.9% | -8.2% | -2.4% |
| 3M | +0.4% | -56.0% | +56.4% | +0.5% |
| 6M | -9.5% | -20.5% | +11.0% | -9.6% |
| YTD | +0.5% | -8.7% | +9.3% | +0.3% |
| 1Y | -1.1% | +75.9% | -77.0% | -1.4% |
| 3Y | +46.0% | +202.9% | -156.8% | +45.1% |
| All | +42.6% | +53.5% | -10.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling