+305.6%
WM vs M
-2.2%
+307.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -0.3% | +4.7% | -5.0% | -0.6% |
| 30D | -2.4% | -9.6% | +7.3% | -1.7% |
| 3M | +0.4% | +0.9% | -0.4% | +0.2% |
| 6M | -9.5% | +22.3% | -31.8% | -11.0% |
| YTD | +0.5% | +6.5% | -6.0% | -0.4% |
| 1Y | -1.1% | +38.8% | -39.9% | -4.0% |
| 3Y | +46.0% | +115.9% | -69.9% | +34.0% |
| 5Y | +51.8% | +28.6% | +23.2% | +40.8% |
| All | +305.6% | -2.2% | +307.8% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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