+1,449.6%
NET vs WM
+115.5%
+1,334.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -4.8% | -2.4% | -2.4% | -4.3% |
| 3M | +3.8% | +0.4% | +3.4% | +3.1% |
| 6M | +50.0% | -9.5% | +59.5% | +53.5% |
| YTD | +41.5% | +0.5% | +41.0% | +40.3% |
| 1Y | +32.8% | -1.1% | +33.9% | +32.0% |
| 3Y | +335.9% | +46.0% | +289.8% | +269.1% |
| 5Y | +113.8% | +51.8% | +62.0% | +78.5% |
| All | +1,449.6% | +115.5% | +1,334.0% | +1,032.9% |
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