+195.7%
SO vs WM
+327.3%
-131.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -0.1% | +1.2% | -1.3% | -0.8% |
| 30D | +8.7% | +13.7% | -5.0% | +0.5% |
| 3M | +3.4% | +5.2% | -1.8% | 0.0% |
| 6M | +3.7% | +11.2% | -7.5% | -3.2% |
| YTD | +10.0% | +9.4% | +0.6% | +3.1% |
| 1Y | +6.6% | +20.4% | -13.8% | -6.0% |
| 3Y | +52.5% | +44.7% | +7.8% | +16.6% |
| 5Y | +76.1% | +58.5% | +17.6% | +24.6% |
| All | +195.7% | +327.3% | -131.6% | +24.2% |
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