-15.0%
EW vs WM
+62.1%
-77.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.9% |
| 7D | +6.8% | +4.5% | +2.3% | +4.4% |
| 30D | +16.6% | +16.1% | +0.5% | +7.8% |
| 3M | +13.3% | +8.0% | +5.3% | +8.6% |
| 6M | +21.6% | +8.4% | +13.2% | +15.7% |
| YTD | +18.3% | +11.2% | +7.0% | +10.0% |
| 1Y | +21.7% | +22.3% | -0.6% | +6.7% |
| 3Y | +50.3% | +50.2% | +0.1% | +17.4% |
| 5Y | -15.0% | +63.3% | -78.3% | -39.1% |
| All | -15.0% | +62.1% | -77.1% | -39.1% |
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