+1,324.4%
WM vs MKTX
+1,469.7%
-145.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +13.7% | +0.8% | +12.9% | +13.5% |
| 3M | +5.2% | +2.6% | +2.7% | +4.8% |
| 6M | +11.2% | +13.6% | -2.4% | +8.2% |
| YTD | +9.4% | -7.1% | +16.6% | +9.6% |
| 1Y | +20.4% | -0.1% | +20.5% | +19.2% |
| 3Y | +44.7% | -22.3% | +67.0% | +46.6% |
| 5Y | +58.5% | -54.5% | +113.0% | +71.1% |
| 10Y | +326.4% | +14.3% | +312.1% | +288.9% |
| All | +1,324.4% | +1,469.7% | -145.3% | +674.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling