+667.9%
WM vs USFR
+28.6%
+639.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +15.2% | +0.4% | +14.9% | +15.3% |
| 3M | +8.3% | +1.0% | +7.3% | +8.4% |
| 6M | +13.1% | +2.0% | +11.1% | +13.2% |
| YTD | +12.5% | +3.4% | +9.1% | +12.7% |
| 1Y | +21.8% | +4.1% | +17.7% | +22.0% |
| 3Y | +48.8% | +14.4% | +34.4% | +49.9% |
| 5Y | +62.1% | +21.4% | +40.7% | +63.7% |
| 10Y | +331.5% | +28.5% | +303.0% | +335.6% |
| All | +667.9% | +28.6% | +639.3% | +662.2% |
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