+615.0%
F vs WM
+26,336.4%
-25,721.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +4.6% | -2.4% | +7.0% | +5.1% |
| 3M | -3.7% | +0.4% | -4.1% | -4.0% |
| 6M | +16.8% | -9.5% | +26.3% | +18.9% |
| YTD | +15.3% | +0.5% | +14.8% | +14.3% |
| 1Y | +31.0% | -1.1% | +32.1% | +30.2% |
| 3Y | +45.4% | +46.0% | -0.6% | +31.3% |
| 5Y | +54.7% | +51.8% | +2.8% | +38.5% |
| 10Y | +98.2% | +307.5% | -209.3% | +44.0% |
| All | +615.0% | +26,336.4% | -25,721.4% | +318.3% |
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