-77.1%
SE vs WM
+60.4%
-137.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.3% | -0.5% | +3.7% | +3.4% |
| 30D | -18.2% | +13.3% | -31.5% | -20.7% |
| 3M | -31.3% | +4.4% | -35.7% | -32.1% |
| 6M | -10.1% | +10.8% | -20.9% | -13.0% |
| YTD | -38.9% | +9.1% | -48.0% | -40.8% |
| 1Y | -48.0% | +19.1% | -67.1% | -51.1% |
| 3Y | +78.8% | +45.7% | +33.1% | +52.9% |
| 5Y | -77.1% | +60.4% | -137.6% | -82.5% |
| All | -77.1% | +60.4% | -137.5% | -82.5% |
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