+42.9%
DE vs WM
+20.0%
+22.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.9% |
| 30D | +2.3% | +13.1% | -10.8% | -0.5% |
| 3M | +9.5% | +3.6% | +5.9% | +8.3% |
| 6M | +14.1% | +8.1% | +6.0% | +12.1% |
| YTD | +45.4% | +8.9% | +36.5% | +41.7% |
| 1Y | +42.9% | +20.3% | +22.6% | +37.6% |
| All | +42.9% | +20.0% | +22.9% | +37.6% |
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