+236.1%
EW vs WM
+329.9%
-93.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +9.3% | +1.2% | +8.1% | +8.5% |
| 30D | +22.1% | +13.7% | +8.4% | +13.0% |
| 3M | +13.0% | +5.2% | +7.8% | +9.3% |
| 6M | +30.1% | +11.2% | +18.9% | +21.1% |
| YTD | +22.0% | +9.4% | +12.6% | +13.7% |
| 1Y | +23.7% | +20.4% | +3.3% | +8.5% |
| 3Y | +62.0% | +44.7% | +17.3% | +26.7% |
| 5Y | -12.4% | +58.5% | -70.9% | -36.0% |
| 10Y | +236.1% | +326.4% | -90.3% | +57.1% |
| All | +236.1% | +329.9% | -93.8% | +57.1% |
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 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