+45.7%
WM vs UL
+34.1%
+11.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | +13.3% | +7.0% | +6.3% | +11.3% |
| 3M | +4.4% | +5.8% | -1.4% | +2.8% |
| 6M | +10.8% | +16.1% | -5.3% | +6.6% |
| YTD | +9.1% | +4.5% | +4.6% | +7.2% |
| 1Y | +19.1% | -1.3% | +20.4% | +18.9% |
| 3Y | +45.7% | +35.0% | +10.7% | +38.4% |
| All | +45.7% | +34.1% | +11.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling