+188.2%
B vs WM
+306.5%
-118.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +9.4% | -2.4% | +11.8% | +9.9% |
| 3M | +5.0% | +0.4% | +4.6% | +4.5% |
| 6M | -3.5% | -9.5% | +5.9% | -2.0% |
| YTD | +4.5% | +0.5% | +4.0% | +3.5% |
| 1Y | +67.8% | -1.1% | +68.9% | +66.6% |
| 3Y | +196.7% | +46.0% | +150.7% | +169.7% |
| 5Y | +151.9% | +51.8% | +100.1% | +126.8% |
| All | +188.2% | +306.5% | -118.3% | +147.6% |
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