+305.6%
WM vs RF
+343.3%
-37.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | -2.4% | -3.6% | +1.2% | -1.7% |
| 3M | +0.4% | +8.1% | -7.7% | -1.1% |
| 6M | -9.5% | +11.5% | -21.0% | -11.5% |
| YTD | +0.5% | +15.6% | -15.1% | -2.6% |
| 1Y | -1.1% | +15.7% | -16.8% | -4.3% |
| 3Y | +46.0% | +86.9% | -40.9% | +25.7% |
| 5Y | +51.8% | +89.8% | -38.0% | +26.7% |
| All | +305.6% | +343.3% | -37.7% | +159.5% |
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