+45.5%
WM vs MKTX
-24.5%
+70.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -2.4% | +1.1% | -3.5% | -2.4% |
| 3M | +0.4% | +36.1% | -35.7% | -0.8% |
| 6M | -9.5% | -12.9% | +3.4% | -8.0% |
| YTD | +0.5% | -8.5% | +9.0% | +1.9% |
| 1Y | -1.1% | -7.5% | +6.5% | +0.1% |
| All | +45.5% | -24.5% | +70.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling