+61.9%
WM vs NI
+113.9%
-52.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +3.2% | +4.3% | -1.1% | +1.5% |
| 30D | +13.0% | +12.4% | +0.7% | +8.0% |
| 3M | +9.2% | +10.2% | -0.9% | +5.1% |
| 6M | +13.6% | -0.8% | +14.4% | +13.8% |
| YTD | +12.4% | +13.2% | -0.8% | +6.8% |
| 1Y | +21.2% | +10.1% | +11.1% | +16.3% |
| 3Y | +48.7% | +103.1% | -54.4% | +11.3% |
| All | +61.9% | +113.9% | -52.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling