-49.5%
SMR vs WM
+76.5%
-126.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.1% | +18.3% | +16.1% |
| 7D | -9.6% | +1.2% | -10.8% | -9.5% |
| 30D | -33.8% | +13.1% | -46.8% | -33.4% |
| 3M | -46.4% | +3.6% | -50.0% | -46.2% |
| 6M | -62.4% | +8.1% | -70.5% | -62.6% |
| YTD | -64.1% | +8.9% | -73.1% | -64.4% |
| 1Y | -84.3% | +20.3% | -104.7% | -84.9% |
| 3Y | +55.8% | +46.2% | +9.7% | +39.6% |
| All | -49.5% | +76.5% | -126.0% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling