+89.6%
DE vs WM
+48.6%
+41.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +3.2% | -2.9% | -0.3% |
| 30D | +3.6% | +13.0% | -9.5% | +0.9% |
| 3M | +10.2% | +9.2% | +1.0% | +8.1% |
| 6M | +16.6% | +13.6% | +2.9% | +13.3% |
| YTD | +45.8% | +12.4% | +33.4% | +42.0% |
| 1Y | +43.9% | +21.2% | +22.7% | +38.1% |
| 3Y | +89.6% | +48.7% | +40.9% | +80.9% |
| All | +89.6% | +48.6% | +41.0% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling