+94.2%
WM vs PL
+29.1%
+65.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.6% |
| 7D | +5.9% | -11.7% | +17.6% | +5.9% |
| 30D | +15.4% | -27.1% | +42.5% | +15.5% |
| 3M | +6.3% | -44.6% | +50.9% | +6.5% |
| 6M | +5.6% | -67.2% | +72.8% | +5.9% |
| YTD | +9.9% | -35.9% | +45.8% | +9.0% |
| 1Y | +20.8% | -0.4% | +21.2% | +18.9% |
| 3Y | +48.5% | +454.8% | -406.3% | +39.7% |
| 5Y | +60.6% | +24.8% | +35.8% | +54.9% |
| All | +94.2% | +29.1% | +65.1% | +87.2% |
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