+84.8%
DE vs WM
+47.1%
+37.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | +2.3% | +13.1% | -10.8% | -0.4% |
| 3M | +9.5% | +3.6% | +5.9% | +8.5% |
| 6M | +14.1% | +8.1% | +6.0% | +12.0% |
| YTD | +45.4% | +8.9% | +36.5% | +42.5% |
| 1Y | +42.9% | +20.3% | +22.6% | +37.3% |
| 3Y | +84.8% | +46.2% | +38.7% | +73.6% |
| All | +84.8% | +47.1% | +37.7% | +73.6% |
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 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