+79.8%
F vs WM
+339.4%
-259.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.4% |
| 7D | +1.6% | +1.2% | +0.3% | +0.9% |
| 30D | +2.6% | +13.1% | -10.4% | -4.1% |
| 3M | -8.8% | +3.6% | -12.4% | -10.8% |
| 6M | +4.6% | +8.1% | -3.4% | -1.0% |
| YTD | -1.9% | +8.9% | -10.8% | -8.6% |
| 1Y | -0.8% | +20.3% | -21.1% | -13.2% |
| 3Y | +43.5% | +46.2% | -2.7% | +8.3% |
| 5Y | -12.1% | +59.9% | -72.0% | -38.2% |
| All | +79.8% | +339.4% | -259.6% | -20.8% |
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