+216.9%
B vs WM
+331.3%
-114.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | -6.2% | +1.2% | -7.4% | -6.4% |
| 30D | -6.6% | +15.2% | -21.9% | -9.1% |
| 3M | -7.9% | +8.3% | -16.2% | -9.3% |
| 6M | -16.8% | +13.1% | -29.9% | -19.2% |
| YTD | -11.7% | +12.5% | -24.2% | -14.4% |
| 1Y | +3.5% | +21.8% | -18.3% | -1.6% |
| 3Y | +165.7% | +48.8% | +116.9% | +141.1% |
| 5Y | +108.4% | +62.1% | +46.3% | +85.0% |
| All | +216.9% | +331.3% | -114.3% | +141.0% |
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