-31.8%
TE vs WM
+47.1%
-78.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +1.5% |
| 7D | -12.6% | +1.2% | -13.8% | -11.1% |
| 30D | -36.7% | +13.1% | -49.8% | -28.3% |
| 3M | -57.5% | +3.6% | -61.1% | -55.3% |
| 6M | -55.2% | +8.1% | -63.3% | -49.7% |
| YTD | -64.7% | +8.9% | -73.6% | -60.1% |
| 1Y | -35.9% | +20.3% | -56.2% | -25.1% |
| 3Y | -31.8% | +46.2% | -78.0% | -26.4% |
| All | -31.8% | +47.1% | -78.9% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling