+63.3%
WM vs S
-69.2%
+132.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.8% | +10.0% | +1.4% |
| 7D | +4.5% | -16.7% | +21.2% | +4.9% |
| 30D | +16.1% | -17.0% | +33.0% | +16.5% |
| 3M | +8.0% | +2.0% | +6.0% | +7.8% |
| 6M | +8.4% | +35.1% | -26.6% | +7.3% |
| YTD | +11.2% | +42.8% | -31.6% | +9.7% |
| 1Y | +22.3% | +27.7% | -5.4% | +21.0% |
| 3Y | +50.2% | +33.0% | +17.3% | +47.6% |
| 5Y | +63.3% | -68.0% | +131.3% | +67.0% |
| All | +63.3% | -69.2% | +132.5% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling