-47.3%
TE vs WM
+52.1%
-99.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.0% |
| 7D | -4.0% | -0.3% | -3.7% | -4.1% |
| 30D | -15.9% | -2.4% | -13.5% | -16.4% |
| 3M | -60.5% | +0.4% | -61.0% | -60.5% |
| 6M | -35.2% | -9.5% | -25.7% | -35.0% |
| YTD | -31.1% | +0.5% | -31.6% | -31.4% |
| 1Y | +148.6% | -1.1% | +149.7% | +148.1% |
| 3Y | -26.4% | +46.0% | -72.4% | -39.2% |
| All | -47.3% | +52.1% | -99.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling