+852.9%
DE vs WM
+305.2%
+547.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | +0.7% | -0.9% | +1.6% | +1.2% |
| 30D | +9.6% | -4.3% | +14.0% | +12.4% |
| 3M | +19.0% | +0.8% | +18.2% | +17.8% |
| 6M | +16.1% | -10.8% | +26.8% | +22.9% |
| YTD | +47.0% | -0.1% | +47.1% | +45.4% |
| 1Y | +43.1% | +1.0% | +42.1% | +40.2% |
| 3Y | +77.5% | +45.1% | +32.4% | +33.3% |
| 5Y | +96.4% | +52.1% | +44.2% | +40.0% |
| 10Y | +852.9% | +302.9% | +549.9% | +283.8% |
| All | +852.9% | +305.2% | +547.7% | +283.8% |
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