+2,443.9%
WM vs M
+425.5%
+2,018.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.0% | +1.9% |
| 7D | +4.5% | -2.1% | +6.6% | +4.7% |
| 30D | +16.1% | +7.7% | +8.4% | +14.9% |
| 3M | +8.0% | -4.4% | +12.4% | +8.4% |
| 6M | +8.4% | +27.5% | -19.1% | +4.4% |
| YTD | +11.2% | +12.8% | -1.5% | +8.4% |
| 1Y | +22.3% | +20.7% | +1.6% | +18.0% |
| 3Y | +50.2% | +111.3% | -61.1% | +29.3% |
| 5Y | +63.3% | -6.3% | +69.6% | +50.4% |
| 10Y | +355.0% | +1.5% | +353.5% | +261.8% |
| All | +2,443.9% | +425.5% | +2,018.3% | +1,263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling