+65.7%
T vs WM
+306.5%
-240.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | +11.4% | -2.4% | +13.7% | +12.6% |
| 3M | +14.3% | +0.4% | +13.9% | +14.1% |
| 6M | -9.3% | -9.5% | +0.2% | -5.3% |
| YTD | +7.1% | +0.5% | +6.6% | +6.2% |
| 1Y | -9.1% | -1.1% | -8.0% | -9.4% |
| 3Y | +105.3% | +46.0% | +59.3% | +66.5% |
| 5Y | +66.8% | +51.8% | +15.0% | +29.6% |
| All | +65.7% | +306.5% | -240.8% | -19.6% |
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 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