-7.4%
T vs WM
+21.2%
-28.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.0% |
| 7D | +2.0% | +0.8% | +1.2% | +1.7% |
| 30D | -1.0% | +13.8% | -14.8% | -5.4% |
| 3M | -8.1% | +6.4% | -14.5% | -10.4% |
| 6M | -8.3% | +13.2% | -21.5% | -10.8% |
| YTD | -6.1% | +10.8% | -16.9% | -9.9% |
| 1Y | -7.4% | +20.2% | -27.6% | -13.0% |
| All | -7.4% | +21.2% | -28.5% | -13.0% |
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