+476.3%
WM vs P
+449.6%
+26.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.4% | +17.6% | +1.8% |
| 7D | +4.5% | -31.9% | +36.4% | +5.9% |
| 30D | +16.1% | -36.5% | +52.6% | +17.9% |
| 3M | +8.0% | +11.6% | -3.5% | +6.7% |
| 6M | +8.4% | +25.2% | -16.8% | +6.0% |
| YTD | +11.2% | +39.4% | -28.2% | +7.7% |
| 1Y | +22.3% | -3.7% | +26.0% | +20.6% |
| 3Y | +50.2% | +167.3% | -117.0% | +33.6% |
| 5Y | +63.3% | +237.3% | -174.0% | +39.9% |
| 10Y | +355.0% | +698.6% | -343.6% | +255.6% |
| All | +476.3% | +449.6% | +26.6% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling