+2,588.4%
WM vs MDY
+2,662.7%
-74.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.4% | -1.5% | -0.9% | -1.7% |
| 3M | +0.4% | +0.8% | -0.3% | -0.3% |
| 6M | -9.5% | +7.4% | -16.9% | -13.5% |
| YTD | +0.5% | +15.2% | -14.7% | -7.6% |
| 1Y | -1.1% | +16.5% | -17.6% | -9.9% |
| 3Y | +46.0% | +46.8% | -0.8% | +14.6% |
| 5Y | +51.8% | +46.0% | +5.8% | +16.9% |
| 10Y | +307.5% | +172.1% | +135.5% | +112.1% |
| All | +2,588.4% | +2,662.7% | -74.2% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling