+89.0%
WM vs S
-51.7%
+140.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +3.2% | +2.0% | +1.2% | +3.1% |
| 30D | +13.0% | -2.7% | +15.7% | +13.0% |
| 3M | +9.2% | -6.9% | +16.1% | +9.2% |
| 6M | +13.6% | +38.1% | -24.4% | +12.5% |
| YTD | +12.4% | +48.0% | -35.6% | +10.9% |
| 1Y | +21.2% | +34.5% | -13.2% | +19.8% |
| 3Y | +48.7% | +38.3% | +10.4% | +46.1% |
| 5Y | +61.9% | -70.9% | +132.8% | +61.9% |
| All | +89.0% | -51.7% | +140.7% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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