+852.8%
PM vs WM
+1,115.9%
-263.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.2% |
| 7D | -3.4% | +4.5% | -7.8% | -5.4% |
| 30D | +5.8% | +16.1% | -10.2% | -1.5% |
| 3M | +6.7% | +8.0% | -1.4% | +2.6% |
| 6M | +19.9% | +8.4% | +11.5% | +15.1% |
| YTD | +27.8% | +11.2% | +16.6% | +20.8% |
| 1Y | +39.4% | +22.3% | +17.1% | +26.1% |
| 3Y | +146.9% | +50.2% | +96.6% | +100.2% |
| 5Y | +166.6% | +63.3% | +103.3% | +104.5% |
| 10Y | +242.1% | +355.0% | -113.0% | +58.7% |
| All | +852.8% | +1,115.9% | -263.1% | +165.8% |
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