+291.3%
IR vs WM
+253.9%
+37.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -15.1% | -2.4% | -12.8% | -14.1% |
| 3M | +6.1% | +0.4% | +5.6% | +5.3% |
| 6M | -16.8% | -9.5% | -7.3% | -12.8% |
| YTD | -3.5% | +0.5% | -4.0% | -5.0% |
| 1Y | -3.5% | -1.1% | -2.4% | -4.4% |
| 3Y | +9.5% | +46.0% | -36.6% | -18.0% |
| 5Y | +45.1% | +51.8% | -6.7% | +4.2% |
| All | +291.3% | +253.9% | +37.4% | +47.1% |
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