+47.5%
WM vs PL
+459.7%
-412.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.6% |
| 7D | +5.9% | -11.7% | +17.6% | +5.8% |
| 30D | +15.4% | -27.1% | +42.5% | +15.1% |
| 3M | +6.3% | -44.6% | +50.9% | +5.8% |
| 6M | +5.6% | -67.2% | +72.8% | +4.9% |
| YTD | +9.9% | -35.9% | +45.8% | +8.6% |
| 1Y | +20.8% | -0.4% | +21.2% | +19.0% |
| All | +47.5% | +459.7% | -412.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling