+589.4%
SE vs WM
+227.9%
+361.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -2.5% | -2.4% | -0.1% | -1.6% |
| 3M | +21.7% | +0.4% | +21.3% | +20.7% |
| 6M | +27.0% | -9.5% | +36.5% | +31.4% |
| YTD | -12.1% | +0.5% | -12.6% | -13.4% |
| 1Y | -40.9% | -1.1% | -39.8% | -41.5% |
| 3Y | +191.0% | +46.0% | +145.0% | +131.4% |
| 5Y | -68.3% | +51.8% | -120.1% | -75.7% |
| All | +589.4% | +227.9% | +361.5% | +227.3% |
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