+324.8%
WM vs RF
+241.0%
+83.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +13.8% | +4.6% | +9.2% | +12.8% |
| 3M | +6.4% | -8.4% | +14.8% | +8.1% |
| 6M | +13.2% | +8.9% | +4.4% | +11.2% |
| YTD | +10.8% | +8.8% | +2.0% | +8.5% |
| 1Y | +20.2% | +18.9% | +1.3% | +15.7% |
| 3Y | +46.5% | +116.0% | -69.5% | +22.4% |
| 5Y | +61.3% | +46.0% | +15.2% | +43.2% |
| 10Y | +324.8% | +231.7% | +93.0% | +200.1% |
| All | +324.8% | +241.0% | +83.7% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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