+1,598.3%
WM vs NDAQ
+2,586.3%
-988.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.7% |
| 7D | +4.5% | +1.2% | +3.3% | +4.2% |
| 30D | +16.1% | +15.8% | +0.3% | +12.6% |
| 3M | +8.0% | +13.4% | -5.3% | +5.2% |
| 6M | +8.4% | +20.9% | -12.5% | +4.0% |
| YTD | +11.2% | +11.1% | +0.1% | +8.1% |
| 1Y | +22.3% | +26.5% | -4.2% | +15.7% |
| 3Y | +50.2% | +121.5% | -71.2% | +25.6% |
| 5Y | +63.3% | +61.3% | +2.0% | +44.4% |
| 10Y | +355.0% | +480.0% | -125.0% | +213.7% |
| All | +1,598.3% | +2,586.3% | -988.0% | +819.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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