+326.4%
WM vs UL
+106.3%
+220.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +13.7% | +6.8% | +6.9% | +11.3% |
| 3M | +5.2% | +5.7% | -0.5% | +3.3% |
| 6M | +11.2% | +15.9% | -4.7% | +5.9% |
| YTD | +9.4% | +4.3% | +5.2% | +7.3% |
| 1Y | +20.4% | -0.4% | +20.8% | +19.7% |
| 3Y | +44.7% | +35.0% | +9.7% | +29.1% |
| 5Y | +58.5% | +31.6% | +26.9% | +40.2% |
| 10Y | +326.4% | +104.6% | +221.7% | +244.5% |
| All | +326.4% | +106.3% | +220.1% | +244.5% |
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