-54.0%
TE vs WM
+20.3%
-74.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -8.9% |
| 7D | -26.9% | +1.2% | -28.0% | -24.6% |
| 30D | -38.9% | +13.7% | -52.6% | -19.1% |
| 3M | -61.0% | +5.2% | -66.2% | -56.3% |
| 6M | -66.4% | +11.2% | -77.6% | -55.0% |
| YTD | -69.0% | +9.4% | -78.4% | -55.6% |
| 1Y | -54.0% | +20.4% | -74.4% | -6.6% |
| All | -54.0% | +20.3% | -74.3% | -6.6% |
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 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