+345.7%
WM vs RF
+280.8%
+64.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +4.5% | -1.6% | +6.1% | +4.8% |
| 30D | +16.1% | +5.0% | +11.0% | +15.0% |
| 3M | +8.0% | -10.0% | +18.0% | +10.1% |
| 6M | +8.4% | +3.3% | +5.1% | +7.6% |
| YTD | +11.2% | +7.9% | +3.3% | +9.2% |
| 1Y | +22.3% | +21.2% | +1.1% | +17.3% |
| 3Y | +50.2% | +105.8% | -55.6% | +26.8% |
| 5Y | +63.3% | +43.7% | +19.6% | +45.5% |
| All | +345.7% | +280.8% | +64.9% | +210.4% |
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