+68.3%
O vs WM
+339.4%
-271.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.5% |
| 7D | +3.7% | +1.2% | +2.5% | +3.0% |
| 30D | +11.2% | +13.1% | -1.9% | +3.2% |
| 3M | -4.0% | +3.6% | -7.6% | -6.2% |
| 6M | -5.2% | +8.1% | -13.3% | -10.0% |
| YTD | +9.5% | +8.9% | +0.6% | +2.9% |
| 1Y | +10.6% | +20.3% | -9.7% | -2.4% |
| 3Y | +38.1% | +46.2% | -8.1% | +3.8% |
| 5Y | +10.2% | +59.9% | -49.7% | -24.2% |
| All | +68.3% | +339.4% | -271.1% | -33.5% |
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