+43.3%
MA vs WM
+46.1%
-2.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +1.5% | -2.4% | +3.9% | +2.3% |
| 3M | +20.4% | +0.4% | +20.0% | +20.0% |
| 6M | +11.1% | -9.5% | +20.6% | +14.5% |
| YTD | +2.0% | +0.5% | +1.5% | +0.8% |
| 1Y | -2.2% | -1.1% | -1.1% | -2.7% |
| All | +43.3% | +46.1% | -2.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling