+1,208.3%
WM vs MKTX
+1,446.2%
-237.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -2.4% | +1.1% | -3.5% | -2.5% |
| 3M | +0.4% | +36.1% | -35.7% | -4.9% |
| 6M | -9.5% | -12.9% | +3.4% | -8.4% |
| YTD | +0.5% | -8.5% | +9.0% | +0.9% |
| 1Y | -1.1% | -7.5% | +6.5% | -1.0% |
| 3Y | +46.0% | -28.3% | +74.4% | +49.3% |
| 5Y | +51.8% | -63.3% | +115.1% | +69.4% |
| 10Y | +307.5% | +4.5% | +303.0% | +276.5% |
| All | +1,208.3% | +1,446.2% | -237.9% | +613.0% |
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