+6,438.2%
EW vs WM
+2,834.6%
+3,603.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +1.0% | -2.4% | +3.4% | +1.8% |
| 3M | +2.8% | +0.4% | +2.4% | +2.5% |
| 6M | +5.5% | -9.5% | +15.0% | +8.4% |
| YTD | +5.5% | +0.5% | +5.0% | +4.7% |
| 1Y | +11.0% | -1.1% | +12.1% | +10.6% |
| 3Y | +17.7% | +46.0% | -28.3% | +4.1% |
| 5Y | -25.7% | +51.8% | -77.6% | -35.1% |
| 10Y | +132.8% | +307.5% | -174.7% | +57.7% |
| All | +6,438.2% | +2,834.6% | +3,603.6% | +3,394.5% |
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