+512.8%
F vs WM
+29,154.7%
-28,641.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +1.4% | +4.5% | -3.1% | +0.3% |
| 30D | +2.0% | +16.1% | -14.0% | -1.6% |
| 3M | -10.4% | +8.0% | -18.4% | -12.1% |
| 6M | +9.7% | +8.4% | +1.3% | +7.1% |
| YTD | -1.2% | +11.2% | -12.4% | -4.4% |
| 1Y | 0.0% | +22.3% | -22.3% | -5.5% |
| 3Y | +41.1% | +50.2% | -9.1% | +26.5% |
| 5Y | -11.4% | +63.3% | -74.7% | -22.1% |
| 10Y | +85.0% | +355.0% | -270.1% | +30.8% |
| All | +512.8% | +29,154.7% | -28,641.9% | +249.7% |
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