+5,387.7%
O vs WM
+2,682.8%
+2,705.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.9% | -2.4% | +0.5% | -1.2% |
| 3M | +3.8% | +0.4% | +3.4% | +3.7% |
| 6M | -4.7% | -9.5% | +4.7% | -2.2% |
| YTD | +12.5% | +0.5% | +12.0% | +12.0% |
| 1Y | +10.8% | -1.1% | +11.9% | +10.7% |
| 3Y | +28.8% | +46.0% | -17.3% | +14.4% |
| 5Y | +13.2% | +51.8% | -38.6% | -1.0% |
| 10Y | +53.5% | +307.5% | -254.1% | +6.0% |
| All | +5,387.7% | +2,682.8% | +2,705.0% | +2,794.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling