+12.4%
O vs WM
+60.4%
-48.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +10.3% | +13.3% | -3.0% | +5.5% |
| 3M | -3.5% | +4.4% | -7.8% | -5.0% |
| 6M | -1.3% | +10.8% | -12.1% | -4.9% |
| YTD | +10.3% | +9.1% | +1.3% | +6.4% |
| 1Y | +10.4% | +19.1% | -8.7% | +3.1% |
| 3Y | +40.0% | +45.7% | -5.7% | +19.3% |
| 5Y | +12.4% | +60.4% | -48.1% | -9.2% |
| All | +12.4% | +60.4% | -48.1% | -9.2% |
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