+0.5%
WM vs MDLN
+4.5%
-4.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +3.7% | -4.0% | -0.5% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +0.4% | +6.2% | -5.8% | +0.2% |
| 6M | -9.5% | -14.7% | +5.2% | -9.2% |
| YTD | +0.5% | -12.9% | +13.4% | +0.7% |
| All | +0.5% | +4.5% | -4.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling