+92.4%
WM vs PL
+28.1%
+64.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.4% | -12.5% | -2.1% |
| 7D | +1.2% | -6.8% | +8.0% | +1.2% |
| 30D | +13.1% | -29.3% | +42.4% | +13.1% |
| 3M | +3.6% | -44.8% | +48.4% | +3.7% |
| 6M | +8.1% | -68.4% | +76.5% | +8.5% |
| YTD | +8.9% | -36.4% | +45.3% | +8.0% |
| 1Y | +20.3% | +0.7% | +19.6% | +18.4% |
| 3Y | +46.2% | +455.3% | -409.1% | +37.5% |
| 5Y | +59.9% | +22.7% | +37.2% | +54.3% |
| All | +92.4% | +28.1% | +64.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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