+175.2%
SO vs WM
+339.4%
-164.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.2% |
| 7D | -1.5% | +1.2% | -2.7% | -2.2% |
| 30D | +8.1% | +13.1% | -5.0% | +0.3% |
| 3M | +0.2% | +3.6% | -3.4% | -2.1% |
| 6M | +0.4% | +8.1% | -7.7% | -4.7% |
| YTD | +8.5% | +8.9% | -0.4% | +2.0% |
| 1Y | +4.9% | +20.3% | -15.4% | -7.4% |
| 3Y | +47.9% | +46.2% | +1.7% | +12.4% |
| 5Y | +75.7% | +59.9% | +15.8% | +23.6% |
| All | +175.2% | +339.4% | -164.2% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling