+1,163.5%
C vs WM
+26,336.4%
-25,172.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +2.4% | +0.4% | +2.0% | +1.8% |
| 6M | +24.9% | -9.5% | +34.4% | +27.9% |
| YTD | +19.8% | +0.5% | +19.3% | +18.5% |
| 1Y | +44.9% | -1.1% | +46.0% | +43.8% |
| 3Y | +263.0% | +46.0% | +216.9% | +215.2% |
| 5Y | +129.5% | +51.8% | +77.7% | +95.3% |
| 10Y | +291.6% | +307.5% | -15.9% | +151.7% |
| All | +1,163.5% | +26,336.4% | -25,172.8% | +410.2% |
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