-48.8%
TE vs WM
+21.7%
-70.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.6% | -9.1% | -4.3% |
| 7D | -13.6% | +1.2% | -14.8% | -11.2% |
| 30D | -37.7% | +15.2% | -52.9% | -15.2% |
| 3M | -59.8% | +8.3% | -68.1% | -52.1% |
| 6M | -66.3% | +13.1% | -79.5% | -53.1% |
| YTD | -70.5% | +12.5% | -83.0% | -55.2% |
| 1Y | -48.8% | +21.8% | -70.6% | +4.1% |
| All | -48.8% | +21.7% | -70.5% | +4.1% |
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 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