-78.9%
SE vs WM
+62.1%
-140.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -5.9% |
| 7D | -1.2% | +4.5% | -5.7% | -2.2% |
| 30D | -21.7% | +16.1% | -37.7% | -24.5% |
| 3M | -34.2% | +8.0% | -42.2% | -35.5% |
| 6M | -10.5% | +8.4% | -18.9% | -12.7% |
| YTD | -40.7% | +11.2% | -51.9% | -42.8% |
| 1Y | -52.1% | +22.3% | -74.4% | -55.2% |
| 3Y | +68.9% | +50.2% | +18.6% | +43.1% |
| 5Y | -78.9% | +63.3% | -142.1% | -84.0% |
| All | -78.9% | +62.1% | -140.9% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling