+29,154.7%
WM vs UL
+2,812.0%
+26,342.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +4.5% | +5.5% | -1.0% | +2.9% |
| 30D | +16.1% | +11.4% | +4.7% | +12.7% |
| 3M | +8.0% | +6.0% | +2.1% | +6.3% |
| 6M | +8.4% | +18.0% | -9.6% | +3.4% |
| YTD | +11.2% | +6.2% | +5.0% | +8.8% |
| 1Y | +22.3% | +1.5% | +20.8% | +21.0% |
| 3Y | +50.2% | +39.8% | +10.5% | +35.2% |
| 5Y | +63.3% | +34.3% | +29.0% | +46.4% |
| 10Y | +355.0% | +102.6% | +252.4% | +260.3% |
| All | +29,154.7% | +2,812.0% | +26,342.7% | +12,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling