+1,872.1%
T vs WM
+26,336.4%
-24,464.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +11.4% | -2.4% | +13.7% | +11.8% |
| 3M | +14.3% | +0.4% | +13.9% | +14.2% |
| 6M | -9.3% | -9.5% | +0.2% | -7.7% |
| YTD | +7.1% | +0.5% | +6.6% | +6.8% |
| 1Y | -9.1% | -1.1% | -8.0% | -9.1% |
| 3Y | +105.3% | +46.0% | +59.3% | +91.3% |
| 5Y | +66.8% | +51.8% | +15.0% | +53.8% |
| 10Y | +66.8% | +307.5% | -240.7% | +31.8% |
| All | +1,872.1% | +26,336.4% | -24,464.2% | +1,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling