+37.8%
GEV vs WM
+20.3%
+17.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.6% |
| 7D | -13.2% | +1.2% | -14.4% | -12.2% |
| 30D | -20.6% | +13.7% | -34.3% | -11.6% |
| 3M | -19.5% | +5.2% | -24.7% | -15.0% |
| 6M | -23.3% | +11.2% | -34.5% | -16.2% |
| YTD | +22.2% | +9.4% | +12.8% | +36.2% |
| 1Y | +37.8% | +20.4% | +17.4% | +58.2% |
| All | +37.8% | +20.3% | +17.5% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling