+306.4%
WM vs UL
+65.1%
+241.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | +0.4% | +17.6% | -17.2% | -4.8% |
| 6M | -9.5% | -5.4% | -4.1% | -8.2% |
| YTD | +0.5% | +0.7% | -0.2% | -0.4% |
| 1Y | -1.1% | -9.3% | +8.2% | +1.4% |
| 3Y | +46.0% | +24.5% | +21.5% | +33.9% |
| 5Y | +51.8% | +23.2% | +28.6% | +37.7% |
| All | +306.4% | +65.1% | +241.4% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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