-11.4%
F vs WM
+62.1%
-73.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | +1.4% | +4.5% | -3.1% | -0.1% |
| 30D | +2.0% | +16.1% | -14.0% | -3.3% |
| 3M | -10.4% | +8.0% | -18.4% | -13.0% |
| 6M | +9.7% | +8.4% | +1.3% | +5.8% |
| YTD | -1.2% | +11.2% | -12.4% | -6.8% |
| 1Y | 0.0% | +22.3% | -22.3% | -10.2% |
| 3Y | +41.1% | +50.2% | -9.1% | +9.9% |
| 5Y | -11.4% | +63.3% | -74.7% | -35.4% |
| All | -11.4% | +62.1% | -73.5% | -35.4% |
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