+214.8%
B vs WM
+330.8%
-115.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -7.3% | +3.2% | -10.5% | -7.9% |
| 30D | -3.3% | +13.0% | -16.4% | -5.6% |
| 3M | -7.8% | +9.2% | -17.0% | -9.4% |
| 6M | -15.5% | +13.6% | -29.2% | -18.1% |
| YTD | -12.3% | +12.4% | -24.7% | -14.9% |
| 1Y | +5.4% | +21.2% | -15.8% | +0.3% |
| 3Y | +165.5% | +48.7% | +116.9% | +141.0% |
| 5Y | +107.0% | +61.9% | +45.1% | +83.8% |
| All | +214.8% | +330.8% | -115.9% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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