+69.0%
WM vs S
-56.8%
+125.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -7.7% | +7.4% | -0.1% |
| 30D | -2.4% | -5.3% | +3.0% | -2.3% |
| 3M | +0.4% | +20.3% | -19.8% | -0.1% |
| 6M | -9.5% | +47.4% | -56.9% | -10.6% |
| YTD | +0.5% | +32.5% | -32.0% | -0.5% |
| 1Y | -1.1% | +9.5% | -10.6% | -1.7% |
| 3Y | +46.0% | +15.5% | +30.5% | +44.2% |
| 5Y | +51.8% | -71.2% | +123.0% | +51.5% |
| All | +69.0% | -56.8% | +125.8% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling