+22.3%
WM vs PL
-11.4%
+33.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.1% | +11.3% | +0.7% |
| 7D | +4.5% | -20.5% | +25.0% | +3.6% |
| 30D | +16.1% | -38.8% | +54.8% | +14.1% |
| 3M | +8.0% | -49.1% | +57.2% | +5.5% |
| 6M | +8.4% | -69.4% | +77.8% | +4.7% |
| YTD | +11.2% | -42.3% | +53.6% | +6.8% |
| 1Y | +22.3% | -14.2% | +36.5% | +16.6% |
| All | +22.3% | -11.4% | +33.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling