+510.2%
GEV vs WM
+15.9%
+494.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | -13.2% | +1.2% | -14.4% | -13.1% |
| 30D | -20.6% | +13.7% | -34.3% | -20.0% |
| 3M | -19.5% | +5.2% | -24.7% | -18.9% |
| 6M | -23.3% | +11.2% | -34.5% | -23.8% |
| YTD | +22.2% | +9.4% | +12.8% | +20.8% |
| 1Y | +37.8% | +20.4% | +17.4% | +30.8% |
| All | +510.2% | +15.9% | +494.3% | +513.0% |
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