-81.6%
SMR vs WM
+20.3%
-102.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -3.6% |
| 7D | -2.8% | +1.2% | -3.9% | -1.0% |
| 30D | -27.5% | +13.7% | -41.2% | -14.5% |
| 3M | -43.1% | +5.2% | -48.4% | -39.2% |
| 6M | -58.4% | +11.2% | -69.6% | -52.0% |
| YTD | -63.2% | +9.4% | -72.6% | -56.7% |
| 1Y | -81.6% | +20.4% | -102.0% | -74.5% |
| All | -81.6% | +20.3% | -102.0% | -74.5% |
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