+1,434.7%
WM vs NDAQ
+2,327.9%
-893.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | -2.4% | +2.5% | -4.8% | -2.9% |
| 3M | +0.4% | +9.9% | -9.5% | -1.7% |
| 6M | -9.5% | +9.4% | -18.9% | -11.5% |
| YTD | +0.5% | +0.4% | +0.1% | -0.2% |
| 1Y | -1.1% | +4.0% | -5.1% | -2.6% |
| 3Y | +46.0% | +94.4% | -48.4% | +25.4% |
| 5Y | +51.8% | +56.7% | -4.9% | +35.1% |
| 10Y | +307.5% | +375.3% | -67.8% | +191.8% |
| All | +1,434.7% | +2,327.9% | -893.2% | +749.1% |
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