+643.2%
WM vs USFR
+28.5%
+614.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +13.1% | +0.4% | +12.7% | +13.1% |
| 3M | +3.6% | +1.1% | +2.6% | +3.7% |
| 6M | +8.1% | +2.1% | +6.0% | +8.2% |
| YTD | +8.9% | +3.4% | +5.5% | +9.1% |
| 1Y | +20.3% | +4.1% | +16.2% | +20.6% |
| 3Y | +46.2% | +14.4% | +31.8% | +47.2% |
| 5Y | +59.9% | +21.3% | +38.5% | +61.5% |
| 10Y | +345.6% | +28.5% | +317.1% | +349.8% |
| All | +643.2% | +28.5% | +614.7% | +637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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