+14.9%
O vs WM
+52.1%
-37.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -1.9% | -2.4% | +0.5% | -1.1% |
| 3M | +3.8% | +0.4% | +3.4% | +3.7% |
| 6M | -4.7% | -9.5% | +4.7% | -1.6% |
| YTD | +12.5% | +0.5% | +12.0% | +11.8% |
| 1Y | +10.8% | -1.1% | +11.9% | +10.7% |
| 3Y | +28.8% | +46.0% | -17.3% | +9.7% |
| All | +14.9% | +52.1% | -37.2% | -6.2% |
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