+12.4%
WM vs Q
+66.4%
-54.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.3% | -8.4% | -1.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.3% |
| 30D | +13.1% | -9.8% | +22.9% | +12.4% |
| 3M | +3.6% | -12.2% | +15.8% | +3.0% |
| 6M | +8.1% | -21.6% | +29.7% | +6.8% |
| YTD | +8.9% | +43.6% | -34.6% | +6.7% |
| 1Y | +20.3% | +25.7% | -5.4% | +16.9% |
| All | +12.4% | +66.4% | -54.0% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling