+47.9%
DE vs WM
-0.9%
+48.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +10.0% | -0.3% | +10.3% | +10.1% |
| 30D | +13.3% | -2.4% | +15.7% | +13.8% |
| 3M | +17.5% | +0.4% | +17.1% | +17.4% |
| 6M | +13.6% | -9.5% | +23.1% | +16.5% |
| YTD | +49.8% | +0.5% | +49.3% | +49.5% |
| 1Y | +47.9% | -1.1% | +49.0% | +48.0% |
| All | +47.9% | -0.9% | +48.8% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling