+305.6%
WM vs P
+732.0%
-426.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -0.3% | +6.5% | -6.8% | -0.6% |
| 30D | -2.4% | +18.8% | -21.2% | -3.4% |
| 3M | +0.4% | +26.7% | -26.3% | -1.1% |
| 6M | -9.5% | +62.2% | -71.7% | -12.5% |
| YTD | +0.5% | +48.5% | -48.0% | -2.6% |
| 1Y | -1.1% | +26.4% | -27.5% | -3.9% |
| 3Y | +46.0% | +159.4% | -113.4% | +29.5% |
| 5Y | +51.8% | +275.8% | -224.0% | +27.1% |
| All | +305.6% | +732.0% | -426.4% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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