+117.4%
PM vs WM
+52.1%
+65.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.4% | -2.4% | -1.0% | -2.6% |
| 3M | +5.2% | +0.4% | +4.7% | +5.2% |
| 6M | +3.7% | -9.5% | +13.2% | +7.2% |
| YTD | +15.8% | +0.5% | +15.3% | +15.3% |
| 1Y | +17.4% | -1.1% | +18.5% | +17.4% |
| 3Y | +116.9% | +46.0% | +70.9% | +91.8% |
| All | +117.4% | +52.1% | +65.3% | +84.9% |
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