+47.5%
WM vs RF
+110.0%
-62.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | +5.9% | +2.3% | +3.7% | +5.8% |
| 30D | +15.4% | +7.2% | +8.2% | +14.8% |
| 3M | +6.3% | -8.2% | +14.6% | +6.9% |
| 6M | +5.6% | +7.0% | -1.4% | +5.2% |
| YTD | +9.9% | +10.3% | -0.4% | +9.2% |
| 1Y | +20.8% | +25.1% | -4.2% | +19.1% |
| All | +47.5% | +110.0% | -62.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling