+28,547.2%
WM vs WY
+618.3%
+27,929.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.3% |
| 7D | +1.2% | +3.1% | -1.9% | +0.4% |
| 30D | +13.1% | +13.0% | +0.1% | +9.7% |
| 3M | +3.6% | -16.8% | +20.4% | +8.2% |
| 6M | +8.1% | -11.2% | +19.2% | +10.9% |
| YTD | +8.9% | -9.1% | +18.0% | +10.8% |
| 1Y | +20.3% | -4.8% | +25.1% | +20.9% |
| 3Y | +46.2% | -25.3% | +71.4% | +53.4% |
| 5Y | +59.9% | -33.2% | +93.1% | +70.3% |
| 10Y | +345.6% | +6.6% | +339.0% | +297.8% |
| All | +28,547.2% | +618.3% | +27,929.0% | +14,510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling