+55.5%
T vs WM
+339.4%
-283.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.5% |
| 30D | -10.6% | +13.1% | -23.7% | -15.6% |
| 3M | -7.7% | +3.6% | -11.4% | -9.3% |
| 6M | -13.3% | +8.1% | -21.4% | -16.5% |
| YTD | -8.8% | +8.9% | -17.7% | -12.9% |
| 1Y | -8.4% | +20.3% | -28.7% | -16.7% |
| 3Y | +59.6% | +46.2% | +13.5% | +30.1% |
| 5Y | +52.1% | +59.9% | -7.8% | +15.9% |
| All | +55.5% | +339.4% | -283.9% | -25.3% |
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