+1,594.6%
T vs WM
+29,154.7%
-27,560.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +4.3% | +4.5% | -0.2% | +3.5% |
| 30D | -9.7% | +16.1% | -25.7% | -12.0% |
| 3M | -4.3% | +8.0% | -12.3% | -5.6% |
| 6M | -13.7% | +8.4% | -22.1% | -14.9% |
| YTD | -8.0% | +11.2% | -19.2% | -9.8% |
| 1Y | -6.9% | +22.3% | -29.2% | -10.3% |
| 3Y | +59.7% | +50.2% | +9.5% | +48.1% |
| 5Y | +53.4% | +63.3% | -9.9% | +39.7% |
| 10Y | +58.2% | +355.0% | -296.8% | +22.7% |
| All | +1,594.6% | +29,154.7% | -27,560.1% | +939.8% |
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