-3.6%
SMR vs WM
+62.9%
-66.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.6% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +3.4% | -2.4% | +5.8% | +3.3% |
| 3M | -19.2% | +0.4% | -19.6% | -19.9% |
| 6M | -22.6% | -9.5% | -13.2% | -21.6% |
| YTD | -31.5% | +0.5% | -32.0% | -32.4% |
| 1Y | -73.1% | -1.1% | -72.0% | -73.3% |
| 3Y | +55.0% | +46.0% | +8.9% | +34.7% |
| All | -3.6% | +62.9% | -66.5% | -17.9% |
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 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