+32.6%
NET vs WM
+61.7%
-29.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -16.4% | +5.9% | -22.3% | -17.4% |
| 30D | -25.8% | +15.4% | -41.2% | -28.3% |
| 3M | -11.5% | +6.3% | -17.9% | -12.8% |
| 6M | +18.9% | +5.6% | +13.3% | +17.1% |
| YTD | +35.2% | +9.9% | +25.3% | +31.1% |
| 1Y | +14.5% | +20.8% | -6.4% | +7.3% |
| 3Y | +313.8% | +48.5% | +265.3% | +233.1% |
| 5Y | +32.6% | +60.6% | -28.0% | -5.0% |
| All | +32.6% | +61.7% | -29.1% | -5.0% |
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