+60.6%
WM vs PR
+239.6%
-179.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.2% | +2.0% |
| 7D | +5.9% | -12.1% | +18.0% | +6.6% |
| 30D | +15.4% | +0.9% | +14.5% | +15.2% |
| 3M | +6.3% | +10.1% | -3.8% | +5.6% |
| 6M | +5.6% | +1.1% | +4.5% | +5.3% |
| YTD | +9.9% | +63.7% | -53.7% | +6.7% |
| 1Y | +20.8% | +87.0% | -66.2% | +16.5% |
| 3Y | +48.5% | +70.7% | -22.2% | +42.6% |
| 5Y | +60.6% | +246.8% | -186.2% | +47.2% |
| All | +60.6% | +239.6% | -179.0% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling