-76.0%
TE vs WM
+126.8%
-202.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.1% |
| 7D | -12.6% | +1.2% | -13.8% | -12.3% |
| 30D | -36.7% | +13.1% | -49.8% | -35.1% |
| 3M | -57.5% | +3.6% | -61.1% | -57.0% |
| 6M | -55.2% | +8.1% | -63.3% | -54.3% |
| YTD | -64.7% | +8.9% | -73.6% | -64.1% |
| 1Y | -35.9% | +20.3% | -56.2% | -35.2% |
| 3Y | -31.8% | +46.2% | -78.0% | -34.3% |
| 5Y | -79.4% | +59.9% | -139.3% | -80.4% |
| All | -76.0% | +126.8% | -202.8% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling