+16.1%
WM vs Q
+74.5%
-58.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.3% |
| 7D | +1.2% | +11.5% | -10.3% | +2.4% |
| 30D | +15.2% | -0.2% | +15.4% | +15.6% |
| 3M | +8.3% | -13.6% | +21.9% | +7.7% |
| 6M | +13.1% | -27.0% | +40.2% | +12.5% |
| YTD | +12.5% | +50.5% | -38.0% | +10.9% |
| 1Y | +21.8% | +33.8% | -12.0% | +19.0% |
| All | +16.1% | +74.5% | -58.4% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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