-6.4%
T vs WM
+21.9%
-28.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.5% |
| 7D | +5.5% | +5.9% | -0.5% | +3.3% |
| 30D | -8.9% | +15.4% | -24.3% | -13.2% |
| 3M | -5.6% | +6.3% | -11.9% | -7.9% |
| 6M | -14.3% | +5.6% | -19.9% | -16.0% |
| YTD | -7.9% | +9.9% | -17.9% | -11.3% |
| 1Y | -6.4% | +20.8% | -27.2% | -11.6% |
| All | -6.4% | +21.9% | -28.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling