+330.3%
WM vs MDY
+165.3%
+165.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.2% | +2.3% | +0.9% | +2.2% |
| 30D | +13.0% | +2.0% | +11.0% | +11.9% |
| 3M | +9.2% | -5.6% | +14.9% | +11.8% |
| 6M | +13.6% | +1.3% | +12.4% | +12.4% |
| YTD | +12.4% | +12.3% | +0.1% | +5.7% |
| 1Y | +21.2% | +15.8% | +5.4% | +12.4% |
| 3Y | +48.7% | +56.5% | -7.8% | +16.5% |
| 5Y | +61.9% | +35.1% | +26.7% | +34.6% |
| All | +330.3% | +165.3% | +165.0% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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