+48.4%
IR vs WM
+52.1%
-3.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -15.1% | -2.4% | -12.8% | -14.5% |
| 3M | +6.1% | +0.4% | +5.6% | +5.7% |
| 6M | -16.8% | -9.5% | -7.3% | -14.0% |
| YTD | -3.5% | +0.5% | -4.0% | -4.5% |
| 1Y | -3.5% | -1.1% | -2.4% | -3.9% |
| 3Y | +9.5% | +46.0% | -36.6% | -11.6% |
| All | +48.4% | +52.1% | -3.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling