+78.2%
O vs WM
+337.2%
-259.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | -0.5% | +3.8% | +3.6% |
| 30D | +10.3% | +13.3% | -3.0% | +2.3% |
| 3M | -3.5% | +4.4% | -7.8% | -6.1% |
| 6M | -1.3% | +10.8% | -12.1% | -7.6% |
| YTD | +10.3% | +9.1% | +1.3% | +3.6% |
| 1Y | +10.4% | +19.1% | -8.7% | -2.0% |
| 3Y | +40.0% | +45.7% | -5.7% | +5.4% |
| 5Y | +12.4% | +60.4% | -48.1% | -23.0% |
| 10Y | +78.2% | +328.7% | -250.5% | -33.3% |
| All | +78.2% | +337.2% | -259.0% | -33.3% |
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