+365.7%
SE vs WM
+255.3%
+110.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | -20.0% | +13.1% | -33.1% | -24.2% |
| 3M | -31.8% | +3.6% | -35.4% | -33.0% |
| 6M | -15.9% | +8.1% | -24.0% | -19.4% |
| YTD | -40.6% | +8.9% | -49.5% | -43.6% |
| 1Y | -50.7% | +20.3% | -71.0% | -55.4% |
| 3Y | +70.3% | +46.2% | +24.1% | +36.4% |
| 5Y | -78.8% | +59.9% | -138.7% | -84.1% |
| All | +365.7% | +255.3% | +110.4% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling