+32.8%
PM vs WM
+21.5%
+11.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.5% | +3.2% | -2.7% | -0.9% |
| 30D | -3.2% | +13.0% | -16.2% | -8.9% |
| 3M | +6.2% | +9.2% | -3.0% | +1.6% |
| 6M | +7.7% | +13.6% | -6.0% | +1.6% |
| YTD | +27.3% | +12.4% | +14.9% | +16.8% |
| 1Y | +32.8% | +21.2% | +11.6% | +14.6% |
| All | +32.8% | +21.5% | +11.3% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling