+293.4%
C vs WM
+306.5%
-13.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | +0.1% | -2.4% | +2.4% | +1.3% |
| 3M | +2.4% | +0.4% | +2.0% | +1.1% |
| 6M | +24.9% | -9.5% | +34.4% | +30.4% |
| YTD | +19.8% | +0.5% | +19.3% | +16.7% |
| 1Y | +44.9% | -1.1% | +46.0% | +42.0% |
| 3Y | +263.0% | +46.0% | +216.9% | +161.9% |
| 5Y | +129.5% | +51.8% | +77.7% | +54.9% |
| All | +293.4% | +306.5% | -13.1% | +51.8% |
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