+763.1%
PM vs WM
+998.8%
-235.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -3.4% | -2.4% | -1.0% | -2.3% |
| 3M | +5.2% | +0.4% | +4.7% | +5.0% |
| 6M | +3.7% | -9.5% | +13.2% | +8.4% |
| YTD | +15.8% | +0.5% | +15.3% | +15.0% |
| 1Y | +17.4% | -1.1% | +18.5% | +17.4% |
| 3Y | +116.9% | +46.0% | +70.9% | +78.3% |
| 5Y | +117.3% | +51.8% | +65.5% | +72.6% |
| 10Y | +193.8% | +307.5% | -113.8% | +43.7% |
| All | +763.1% | +998.8% | -235.6% | +153.0% |
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