+168.1%
PM vs WM
+59.1%
+109.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -5.2% | +1.2% | -6.4% | -5.7% |
| 30D | +2.7% | +13.1% | -10.4% | -1.9% |
| 3M | +6.1% | +3.6% | +2.5% | +4.6% |
| 6M | +18.0% | +8.1% | +9.9% | +14.7% |
| YTD | +26.6% | +8.9% | +17.7% | +22.3% |
| 1Y | +36.7% | +20.3% | +16.3% | +27.8% |
| 3Y | +146.0% | +46.2% | +99.8% | +117.0% |
| All | +168.1% | +59.1% | +109.0% | +130.7% |
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