+302.9%
WM vs WY
+5.5%
+297.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.2% |
| 7D | -0.9% | -2.1% | +1.2% | -0.4% |
| 30D | -4.3% | -10.5% | +6.1% | -1.6% |
| 3M | +0.8% | -4.9% | +5.6% | +1.9% |
| 6M | -10.8% | -4.9% | -5.8% | -10.0% |
| YTD | -0.1% | -1.7% | +1.6% | -0.2% |
| 1Y | +1.0% | -9.4% | +10.4% | +2.9% |
| 3Y | +45.1% | -22.3% | +67.4% | +51.3% |
| 5Y | +52.1% | -20.5% | +72.6% | +54.7% |
| 10Y | +302.9% | +4.9% | +298.0% | +249.5% |
| All | +302.9% | +5.5% | +297.5% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling