+20.4%
WM vs Q
+30.6%
-10.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.2% |
| 7D | +1.2% | +4.0% | -2.8% | +1.7% |
| 30D | +13.7% | -2.3% | +16.0% | +13.9% |
| 3M | +5.2% | -7.9% | +13.1% | +5.1% |
| 6M | +11.2% | -16.0% | +27.2% | +10.5% |
| YTD | +9.4% | +51.7% | -42.3% | +8.6% |
| 1Y | +20.4% | +28.3% | -7.9% | +19.6% |
| All | +20.4% | +30.6% | -10.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling