+16.0%
WM vs Q
+68.3%
-52.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.5% |
| 7D | +3.2% | +1.2% | +2.0% | +3.4% |
| 30D | +13.0% | -2.7% | +15.7% | +13.1% |
| 3M | +9.2% | -16.9% | +26.2% | +8.2% |
| 6M | +13.6% | -26.9% | +40.5% | +12.5% |
| YTD | +12.4% | +45.2% | -32.8% | +10.3% |
| 1Y | +21.2% | +38.1% | -16.9% | +18.1% |
| All | +16.0% | +68.3% | -52.4% | +12.8% |
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