+998.2%
C vs WM
+28,547.2%
-27,549.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -6.0% | +13.1% | -19.1% | -9.7% |
| 3M | -10.5% | +3.6% | -14.2% | -11.8% |
| 6M | -5.7% | +8.1% | -13.8% | -8.7% |
| YTD | +4.1% | +8.9% | -4.8% | +0.2% |
| 1Y | +20.5% | +20.3% | +0.2% | +12.2% |
| 3Y | +208.1% | +46.2% | +161.9% | +167.1% |
| 5Y | +110.4% | +59.9% | +50.5% | +75.9% |
| 10Y | +234.6% | +345.6% | -111.0% | +108.7% |
| All | +998.2% | +28,547.2% | -27,549.0% | +331.3% |
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