+48.7%
WM vs UL
+36.1%
+12.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +13.0% | +4.5% | +8.5% | +11.7% |
| 3M | +9.2% | +6.5% | +2.8% | +7.4% |
| 6M | +13.6% | +18.2% | -4.5% | +8.9% |
| YTD | +12.4% | +4.7% | +7.7% | +10.4% |
| 1Y | +21.2% | +0.8% | +20.4% | +20.3% |
| 3Y | +48.7% | +35.9% | +12.8% | +40.9% |
| All | +48.7% | +36.1% | +12.6% | +40.9% |
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 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