+18.7%
MA vs WM
+20.0%
-1.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +14.7% | +13.1% | +1.6% | +11.6% |
| 3M | +13.5% | +3.6% | +9.9% | +12.2% |
| 6M | +33.1% | +8.1% | +25.0% | +30.6% |
| YTD | +15.1% | +8.9% | +6.2% | +11.0% |
| 1Y | +18.7% | +20.3% | -1.6% | +11.6% |
| All | +18.7% | +20.0% | -1.3% | +11.6% |
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 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