-12.8%
EW vs WM
+60.4%
-73.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +12.3% | -0.5% | +12.7% | +12.5% |
| 30D | +22.9% | +13.3% | +9.6% | +15.0% |
| 3M | +16.7% | +4.4% | +12.3% | +13.8% |
| 6M | +31.0% | +10.8% | +20.1% | +23.0% |
| YTD | +22.8% | +9.1% | +13.8% | +15.3% |
| 1Y | +25.6% | +19.1% | +6.4% | +11.6% |
| 3Y | +62.0% | +45.7% | +16.3% | +28.6% |
| 5Y | -12.8% | +60.4% | -73.2% | -37.0% |
| All | -12.8% | +60.4% | -73.2% | -37.0% |
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