+336.4%
WM vs M
-4.2%
+340.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.8% |
| 7D | +1.2% | -4.3% | +5.5% | +1.5% |
| 30D | +13.1% | +1.3% | +11.8% | +12.9% |
| 3M | +3.6% | -7.4% | +11.0% | +4.1% |
| 6M | +8.1% | +18.3% | -10.3% | +6.5% |
| YTD | +8.9% | +7.6% | +1.3% | +7.8% |
| 1Y | +20.3% | +17.4% | +2.9% | +18.3% |
| 3Y | +46.2% | +108.4% | -62.2% | +34.6% |
| 5Y | +59.9% | -10.6% | +70.5% | +54.3% |
| All | +336.4% | -4.2% | +340.6% | +250.7% |
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