-80.9%
SMR vs WM
+20.0%
-100.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.3% |
| 7D | +1.7% | -0.5% | +2.1% | +1.7% |
| 30D | -24.4% | +13.3% | -37.7% | -11.3% |
| 3M | -44.6% | +4.4% | -49.0% | -41.4% |
| 6M | -56.7% | +10.8% | -67.5% | -50.2% |
| YTD | -61.6% | +9.1% | -70.7% | -55.1% |
| All | -80.9% | +20.0% | -100.8% | -73.6% |
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