+345.7%
WM vs PR
+62.9%
+282.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +1.3% |
| 7D | +4.5% | -16.5% | +21.0% | +4.9% |
| 30D | +16.1% | -4.5% | +20.6% | +16.1% |
| 3M | +8.0% | +8.5% | -0.5% | +7.8% |
| 6M | +8.4% | -3.3% | +11.7% | +8.4% |
| YTD | +11.2% | +55.7% | -44.5% | +10.0% |
| 1Y | +22.3% | +82.0% | -59.7% | +20.6% |
| 3Y | +50.2% | +62.5% | -12.2% | +48.1% |
| 5Y | +63.3% | +223.9% | -160.6% | +58.0% |
| All | +345.7% | +62.9% | +282.8% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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