+109.4%
C vs WM
+62.1%
+47.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.2% |
| 7D | -5.3% | +4.5% | -9.8% | -6.0% |
| 30D | -7.3% | +16.1% | -23.4% | -9.9% |
| 3M | -13.5% | +8.0% | -21.5% | -14.8% |
| 6M | -6.5% | +8.4% | -14.9% | -8.3% |
| YTD | +3.6% | +11.2% | -7.6% | +0.3% |
| 1Y | +18.9% | +22.3% | -3.4% | +12.0% |
| 3Y | +205.0% | +50.2% | +154.7% | +164.4% |
| 5Y | +109.4% | +63.3% | +46.1% | +73.5% |
| All | +109.4% | +62.1% | +47.3% | +73.5% |
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