+319.4%
IR vs WM
+291.6%
+27.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -3.4% |
| 7D | +2.3% | +4.5% | -2.2% | -0.1% |
| 30D | +3.3% | +16.1% | -12.7% | -5.1% |
| 3M | -9.0% | +8.0% | -17.1% | -13.2% |
| 6M | +8.0% | +8.4% | -0.4% | +2.3% |
| YTD | +3.4% | +11.2% | -7.8% | -4.1% |
| 1Y | +4.5% | +22.3% | -17.8% | -8.4% |
| 3Y | +25.6% | +50.2% | -24.7% | -6.6% |
| 5Y | +43.8% | +63.3% | -19.5% | -0.6% |
| All | +319.4% | +291.6% | +27.8% | +48.6% |
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