+43.1%
DE vs WM
+0.6%
+42.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +9.6% | -4.3% | +14.0% | +10.5% |
| 3M | +19.0% | +0.8% | +18.2% | +18.7% |
| 6M | +16.1% | -10.8% | +26.8% | +19.5% |
| YTD | +47.0% | -0.1% | +47.1% | +46.8% |
| 1Y | +43.1% | +1.0% | +42.1% | +43.6% |
| All | +43.1% | +0.6% | +42.6% | +43.6% |
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