-76.7%
TE vs WM
+127.2%
-203.9%
-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% | -3.1% | -2.9% |
| 7D | -10.5% | -0.5% | -10.1% | -10.5% |
| 30D | -32.4% | +13.3% | -45.8% | -30.7% |
| 3M | -60.9% | +4.4% | -65.2% | -60.4% |
| 6M | -62.8% | +10.8% | -73.7% | -62.1% |
| YTD | -65.7% | +9.1% | -74.8% | -65.1% |
| 1Y | -39.9% | +19.1% | -59.0% | -39.2% |
| 3Y | +10.6% | +45.7% | -35.0% | +6.6% |
| 5Y | -79.7% | +60.4% | -140.1% | -80.6% |
| All | -76.7% | +127.2% | -203.9% | -77.6% |
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