+324.1%
WM vs M
-6.5%
+330.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | +0.8% | -3.3% | +4.1% | +0.9% |
| 30D | +13.8% | +8.1% | +5.7% | +13.1% |
| 3M | +6.4% | +2.2% | +4.2% | +6.1% |
| 6M | +13.2% | +35.1% | -21.9% | +10.5% |
| YTD | +10.8% | +15.8% | -5.1% | +9.1% |
| 1Y | +20.2% | +25.8% | -5.7% | +17.6% |
| 3Y | +46.5% | +156.2% | -109.8% | +32.8% |
| 5Y | +61.3% | -2.4% | +63.6% | +54.6% |
| All | +324.1% | -6.5% | +330.6% | +238.0% |
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