+235.5%
EW vs WM
+339.4%
-103.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.5% |
| 7D | +11.0% | +1.2% | +9.8% | +10.2% |
| 30D | +19.1% | +13.1% | +6.0% | +10.5% |
| 3M | +14.4% | +3.6% | +10.7% | +11.6% |
| 6M | +22.8% | +8.1% | +14.7% | +16.3% |
| YTD | +19.8% | +8.9% | +10.9% | +12.0% |
| 1Y | +23.9% | +20.3% | +3.6% | +8.7% |
| 3Y | +52.2% | +46.2% | +6.1% | +18.2% |
| 5Y | -13.9% | +59.9% | -73.8% | -37.5% |
| All | +235.5% | +339.4% | -103.9% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling