+5,976.4%
SO vs WM
+26,336.4%
-20,360.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -4.6% | -2.4% | -2.2% | -4.3% |
| 3M | -3.0% | +0.4% | -3.5% | -3.1% |
| 6M | -8.3% | -9.5% | +1.2% | -7.0% |
| YTD | +3.5% | +0.5% | +3.0% | +3.4% |
| 1Y | -0.9% | -1.1% | +0.2% | -0.9% |
| 3Y | +45.4% | +46.0% | -0.7% | +37.7% |
| 5Y | +59.6% | +51.8% | +7.8% | +50.4% |
| 10Y | +156.6% | +307.5% | -150.9% | +118.7% |
| All | +5,976.4% | +26,336.4% | -20,360.0% | +3,949.7% |
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