+200.5%
B vs WM
+337.2%
-136.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +11.3% | -0.5% | +11.8% | +11.4% |
| 30D | +2.9% | +13.3% | -10.4% | +0.5% |
| 3M | -2.9% | +4.4% | -7.2% | -3.7% |
| 6M | -1.2% | +10.8% | -12.0% | -3.7% |
| YTD | -1.3% | +9.1% | -10.4% | -3.7% |
| 1Y | +30.4% | +19.1% | +11.3% | +24.5% |
| 3Y | +195.3% | +45.7% | +149.6% | +169.5% |
| 5Y | +146.2% | +60.4% | +85.8% | +119.6% |
| 10Y | +200.5% | +328.7% | -128.2% | +170.8% |
| All | +200.5% | +337.2% | -136.7% | +170.8% |
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