-48.0%
SE vs WM
+21.2%
-69.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.5% |
| 7D | -7.7% | +0.8% | -8.5% | -7.6% |
| 30D | -22.8% | +13.8% | -36.6% | -21.9% |
| 3M | -43.7% | +6.4% | -50.1% | -43.6% |
| 6M | -12.8% | +13.2% | -26.0% | -12.7% |
| YTD | -42.0% | +10.8% | -52.8% | -41.3% |
| 1Y | -48.0% | +20.2% | -68.2% | -46.0% |
| All | -48.0% | +21.2% | -69.2% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling