+5,283.0%
O vs WM
+2,979.4%
+2,303.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +4.5% | +4.5% | 0.0% | +3.2% |
| 30D | +10.2% | +16.1% | -5.9% | +5.6% |
| 3M | -3.8% | +8.0% | -11.8% | -5.9% |
| 6M | -3.8% | +8.4% | -12.3% | -6.2% |
| YTD | +10.3% | +11.2% | -0.9% | +6.7% |
| 1Y | +11.9% | +22.3% | -10.4% | +5.2% |
| 3Y | +38.1% | +50.2% | -12.1% | +21.7% |
| 5Y | +11.1% | +63.3% | -52.2% | -4.8% |
| 10Y | +72.7% | +355.0% | -282.3% | +15.6% |
| All | +5,283.0% | +2,979.4% | +2,303.5% | +2,656.3% |
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 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