+77.3%
SO vs WM
+60.4%
+16.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +8.6% | +13.3% | -4.7% | +2.6% |
| 3M | +1.8% | +4.4% | -2.6% | -0.3% |
| 6M | +3.6% | +10.8% | -7.2% | -1.3% |
| YTD | +9.9% | +9.1% | +0.9% | +5.0% |
| 1Y | +5.7% | +19.1% | -13.4% | -3.2% |
| 3Y | +52.5% | +45.7% | +6.8% | +24.3% |
| 5Y | +77.3% | +60.4% | +16.9% | +35.3% |
| All | +77.3% | +60.4% | +16.9% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling