+324.8%
WM vs UL
+104.4%
+220.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.6% |
| 7D | +0.8% | -1.7% | +2.5% | +1.3% |
| 30D | +13.8% | +4.5% | +9.3% | +12.2% |
| 3M | +6.4% | +5.5% | +0.9% | +4.6% |
| 6M | +13.2% | +17.0% | -3.8% | +7.5% |
| YTD | +10.8% | +3.2% | +7.6% | +8.9% |
| 1Y | +20.2% | -1.9% | +22.1% | +20.1% |
| 3Y | +46.5% | +33.6% | +12.9% | +31.1% |
| 5Y | +61.3% | +31.5% | +29.8% | +42.5% |
| 10Y | +324.8% | +103.9% | +220.8% | +242.9% |
| All | +324.8% | +104.4% | +220.3% | +242.9% |
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