-52.1%
SMR vs WM
+82.4%
-134.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.6% | -9.4% | -7.7% |
| 7D | +10.3% | +1.2% | +9.1% | +10.5% |
| 30D | -25.7% | +15.2% | -41.0% | -25.1% |
| 3M | -49.7% | +8.3% | -58.1% | -49.4% |
| 6M | -59.8% | +13.1% | -73.0% | -60.0% |
| YTD | -66.0% | +12.5% | -78.5% | -66.1% |
| 1Y | -81.4% | +21.8% | -103.2% | -81.9% |
| 3Y | +130.6% | +48.8% | +81.8% | +108.5% |
| All | -52.1% | +82.4% | -134.5% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling