+54.1%
T vs WM
+337.2%
-283.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +1.7% | -0.5% | +2.1% | +1.9% |
| 30D | -1.7% | +13.3% | -15.0% | -7.3% |
| 3M | -7.3% | +4.4% | -11.7% | -9.2% |
| 6M | -11.2% | +10.8% | -22.0% | -15.5% |
| YTD | -8.1% | +9.1% | -17.1% | -12.3% |
| 1Y | -8.0% | +19.1% | -27.2% | -16.0% |
| 3Y | +62.1% | +45.7% | +16.5% | +32.4% |
| 5Y | +55.7% | +60.4% | -4.7% | +18.4% |
| 10Y | +54.1% | +328.7% | -274.6% | -25.4% |
| All | +54.1% | +337.2% | -283.1% | -25.4% |
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