+138.0%
B vs WM
+59.1%
+78.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +9.6% | +1.2% | +8.4% | +9.4% |
| 30D | +3.5% | +13.1% | -9.6% | +1.2% |
| 3M | -1.6% | +3.6% | -5.2% | -2.3% |
| 6M | -1.7% | +8.1% | -9.7% | -3.8% |
| YTD | -5.3% | +8.9% | -14.2% | -7.9% |
| 1Y | +27.2% | +20.3% | +6.9% | +19.7% |
| 3Y | +166.1% | +46.2% | +119.9% | +135.4% |
| All | +138.0% | +59.1% | +78.8% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling