+6,337.0%
SO vs WM
+29,154.7%
-22,817.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.1% |
| 7D | +0.4% | +4.5% | -4.1% | -0.3% |
| 30D | +9.2% | +16.1% | -6.8% | +6.9% |
| 3M | +1.1% | +8.0% | -7.0% | -0.1% |
| 6M | -1.1% | +8.4% | -9.5% | -2.2% |
| YTD | +9.7% | +11.2% | -1.5% | +7.9% |
| 1Y | +5.5% | +22.3% | -16.8% | +2.4% |
| 3Y | +47.0% | +50.2% | -3.2% | +38.6% |
| 5Y | +77.6% | +63.3% | +14.3% | +65.5% |
| 10Y | +181.0% | +355.0% | -174.0% | +135.9% |
| All | +6,337.0% | +29,154.7% | -22,817.7% | +4,127.5% |
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