+208.1%
C vs WM
+47.1%
+161.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | -6.0% | +13.1% | -19.1% | -6.6% |
| 3M | -10.5% | +3.6% | -14.2% | -10.7% |
| 6M | -5.7% | +8.1% | -13.8% | -6.5% |
| YTD | +4.1% | +8.9% | -4.8% | +2.4% |
| 1Y | +20.5% | +20.3% | +0.2% | +16.0% |
| 3Y | +208.1% | +46.2% | +161.9% | +186.6% |
| All | +208.1% | +47.1% | +161.0% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling