+393.2%
SE vs WM
+258.7%
+134.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +3.8% |
| 7D | +6.7% | +5.9% | +0.7% | +4.2% |
| 30D | -17.2% | +15.4% | -32.6% | -22.2% |
| 3M | -28.0% | +6.3% | -34.4% | -30.1% |
| 6M | -6.1% | +5.6% | -11.7% | -9.1% |
| YTD | -37.1% | +9.9% | -47.1% | -40.5% |
| 1Y | -48.8% | +20.8% | -69.6% | -53.7% |
| 3Y | +79.0% | +48.5% | +30.5% | +42.5% |
| 5Y | -77.5% | +60.6% | -138.1% | -83.1% |
| All | +393.2% | +258.7% | +134.5% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling