+62.1%
WM vs UL
+31.7%
+30.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +1.2% | -2.5% | +3.7% | +1.8% |
| 30D | +15.2% | +5.7% | +9.6% | +13.9% |
| 3M | +8.3% | +7.0% | +1.4% | +6.8% |
| 6M | +13.1% | +16.1% | -2.9% | +9.6% |
| YTD | +12.5% | +3.6% | +9.0% | +11.2% |
| 1Y | +21.8% | -1.4% | +23.2% | +21.5% |
| 3Y | +48.8% | +34.1% | +14.7% | +41.0% |
| 5Y | +62.1% | +32.0% | +30.1% | +49.6% |
| All | +62.1% | +31.7% | +30.4% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling