+26,336.4%
WM vs WY
+688.1%
+25,648.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | -2.4% | -10.1% | +7.7% | +0.1% |
| 3M | +0.4% | -5.1% | +5.6% | +1.5% |
| 6M | -9.5% | -4.8% | -4.7% | -8.8% |
| YTD | +0.5% | -0.2% | +0.7% | 0.0% |
| 1Y | -1.1% | -6.6% | +5.5% | -0.1% |
| 3Y | +46.0% | -22.7% | +68.8% | +52.0% |
| 5Y | +51.8% | -22.2% | +74.0% | +55.6% |
| 10Y | +307.5% | +7.3% | +300.2% | +263.0% |
| All | +26,336.4% | +688.1% | +25,648.3% | +13,092.1% |
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