-48.0%
SE vs WM
+21.7%
-69.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.9% |
| 7D | -1.5% | +1.2% | -2.6% | -1.3% |
| 30D | -22.3% | +15.2% | -37.6% | -21.3% |
| 3M | -41.8% | +8.3% | -50.2% | -41.5% |
| 6M | -22.4% | +13.1% | -35.5% | -22.0% |
| YTD | -41.6% | +12.5% | -54.1% | -40.7% |
| 1Y | -48.0% | +21.8% | -69.8% | -46.2% |
| All | -48.0% | +21.7% | -69.7% | -46.2% |
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 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