+130.7%
C vs WM
+52.1%
+78.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +0.1% | -2.4% | +2.4% | +0.5% |
| 3M | +2.4% | +0.4% | +2.0% | +1.8% |
| 6M | +24.9% | -9.5% | +34.4% | +27.2% |
| YTD | +19.8% | +0.5% | +19.3% | +18.3% |
| 1Y | +44.9% | -1.1% | +46.0% | +43.6% |
| 3Y | +263.0% | +46.0% | +216.9% | +214.0% |
| All | +130.7% | +52.1% | +78.5% | +94.9% |
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