+14,519.2%
DE vs WM
+28,683.0%
-14,163.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +3.3% | +1.2% | +2.1% | +3.0% |
| 30D | +10.7% | +13.7% | -2.9% | +7.4% |
| 3M | +13.1% | +5.2% | +7.9% | +11.7% |
| 6M | +20.2% | +11.2% | +9.0% | +17.0% |
| YTD | +48.9% | +9.4% | +39.4% | +45.2% |
| 1Y | +46.6% | +20.4% | +26.2% | +39.9% |
| 3Y | +91.4% | +44.7% | +46.7% | +73.9% |
| 5Y | +108.1% | +58.5% | +49.7% | +84.9% |
| 10Y | +782.7% | +326.4% | +456.3% | +542.0% |
| All | +14,519.2% | +28,683.0% | -14,163.9% | +8,682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling