-73.1%
SMR vs WM
-0.9%
-72.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -2.3% |
| 7D | +4.4% | -0.3% | +4.7% | +3.9% |
| 30D | +3.4% | -2.4% | +5.8% | +0.1% |
| 3M | -19.2% | +0.4% | -19.6% | -17.0% |
| 6M | -22.6% | -9.5% | -13.2% | -24.8% |
| YTD | -31.5% | +0.5% | -32.0% | -26.0% |
| 1Y | -73.1% | -1.1% | -72.0% | -70.0% |
| All | -73.1% | -0.9% | -72.2% | -70.0% |
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 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