+714.7%
B vs WM
+29,154.7%
-28,440.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.4% |
| 7D | +4.3% | +4.5% | -0.2% | +4.0% |
| 30D | -0.9% | +16.1% | -17.0% | -2.0% |
| 3M | -1.4% | +8.0% | -9.4% | -1.9% |
| 6M | +5.0% | +8.4% | -3.4% | +4.2% |
| YTD | -5.8% | +11.2% | -17.1% | -6.8% |
| 1Y | +25.6% | +22.3% | +3.3% | +23.5% |
| 3Y | +161.6% | +50.2% | +111.4% | +153.4% |
| 5Y | +135.2% | +63.3% | +71.9% | +126.3% |
| 10Y | +170.7% | +355.0% | -184.3% | +144.3% |
| All | +714.7% | +29,154.7% | -28,440.0% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling