+778.6%
DE vs WM
+339.4%
+439.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +2.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | +2.3% | +13.1% | -10.8% | -4.8% |
| 3M | +9.5% | +3.6% | +5.9% | +7.0% |
| 6M | +14.1% | +8.1% | +6.0% | +8.2% |
| YTD | +45.4% | +8.9% | +36.5% | +36.6% |
| 1Y | +42.9% | +20.3% | +22.6% | +26.4% |
| 3Y | +84.8% | +46.2% | +38.7% | +39.2% |
| 5Y | +101.8% | +59.9% | +41.9% | +40.4% |
| All | +778.6% | +339.4% | +439.2% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling