-79.9%
SMR vs WM
+21.5%
-101.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.5% |
| 7D | -8.3% | +3.2% | -11.5% | -4.5% |
| 30D | -20.1% | +13.0% | -33.1% | -7.1% |
| 3M | -52.7% | +9.2% | -61.9% | -47.0% |
| 6M | -61.0% | +13.6% | -74.7% | -53.8% |
| YTD | -67.1% | +12.4% | -79.5% | -60.3% |
| 1Y | -79.9% | +21.2% | -101.1% | -72.2% |
| All | -79.9% | +21.5% | -101.4% | -72.2% |
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