+98.7%
DE vs WM
+59.1%
+39.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +2.0% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +2.3% | +13.1% | -10.8% | -2.1% |
| 3M | +9.5% | +3.6% | +5.9% | +8.0% |
| 6M | +14.1% | +8.1% | +6.0% | +10.5% |
| YTD | +45.4% | +8.9% | +36.5% | +40.1% |
| 1Y | +42.9% | +20.3% | +22.6% | +32.5% |
| 3Y | +84.8% | +46.2% | +38.7% | +52.6% |
| All | +98.7% | +59.1% | +39.5% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling