+302.9%
WM vs NI
+137.0%
+165.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.8% |
| 30D | -4.3% | -1.7% | -2.7% | -3.7% |
| 3M | +0.8% | -8.0% | +8.8% | +4.2% |
| 6M | -10.8% | -8.6% | -2.1% | -7.6% |
| YTD | -0.1% | +2.3% | -2.4% | -1.3% |
| 1Y | +1.0% | +6.9% | -5.9% | -2.3% |
| 3Y | +45.1% | +70.6% | -25.5% | +14.2% |
| 5Y | +52.1% | +96.4% | -44.3% | +11.4% |
| 10Y | +302.9% | +136.1% | +166.8% | +173.3% |
| All | +302.9% | +137.0% | +165.9% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling