-82.0%
TE vs WM
+63.0%
-145.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.6% | -9.1% | -7.0% |
| 7D | -13.6% | +1.2% | -14.8% | -13.2% |
| 30D | -37.7% | +15.2% | -52.9% | -34.6% |
| 3M | -59.8% | +8.3% | -68.1% | -58.5% |
| 6M | -66.3% | +13.1% | -79.5% | -64.9% |
| YTD | -70.5% | +12.5% | -83.0% | -69.5% |
| 1Y | -48.8% | +21.8% | -70.6% | -47.8% |
| 3Y | +31.3% | +48.8% | -17.4% | +16.1% |
| 5Y | -82.0% | +62.1% | -144.1% | -85.2% |
| All | -82.0% | +63.0% | -145.1% | -85.2% |
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