-0.9%
SO vs WM
-0.9%
0.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -4.6% | -2.4% | -2.2% | -3.8% |
| 3M | -3.0% | +0.4% | -3.5% | -3.0% |
| 6M | -8.3% | -9.5% | +1.2% | -6.0% |
| YTD | +3.5% | +0.5% | +3.0% | +3.4% |
| 1Y | -0.9% | -1.1% | +0.2% | +0.8% |
| All | -0.9% | -0.9% | 0.0% | +0.8% |
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 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