-80.5%
TE vs WM
+134.1%
-214.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.1% |
| 7D | -19.1% | +3.2% | -22.3% | -18.5% |
| 30D | -34.1% | +13.0% | -47.2% | -32.4% |
| 3M | -60.1% | +9.2% | -69.4% | -59.3% |
| 6M | -66.0% | +13.6% | -79.6% | -65.0% |
| YTD | -71.4% | +12.4% | -83.8% | -70.7% |
| 1Y | -45.3% | +21.2% | -66.5% | -44.2% |
| 3Y | +9.1% | +48.7% | -39.5% | +6.2% |
| 5Y | -82.6% | +61.9% | -144.5% | -83.3% |
| All | -80.5% | +134.1% | -214.7% | -81.2% |
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