+336.4%
WM vs UL
+96.4%
+240.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.3% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | +13.1% | +8.2% | +4.8% | +10.3% |
| 3M | +3.6% | +4.5% | -0.9% | +2.1% |
| 6M | +8.1% | +12.6% | -4.5% | +3.9% |
| YTD | +8.9% | +3.5% | +5.4% | +7.0% |
| 1Y | +20.3% | -0.4% | +20.8% | +19.6% |
| 3Y | +46.2% | +36.0% | +10.2% | +30.1% |
| 5Y | +59.9% | +30.9% | +29.0% | +41.7% |
| All | +336.4% | +96.4% | +240.0% | +256.9% |
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