+1,006.2%
TER vs WM
+329.9%
+676.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -8.9% | +1.2% | -10.0% | -9.3% |
| 30D | -39.1% | +13.7% | -52.7% | -41.9% |
| 3M | -32.8% | +5.2% | -38.0% | -34.4% |
| 6M | -31.7% | +11.2% | -42.9% | -36.3% |
| YTD | +26.9% | +9.4% | +17.5% | +18.0% |
| 1Y | +33.6% | +20.4% | +13.2% | +17.9% |
| 3Y | +181.5% | +44.7% | +136.8% | +115.0% |
| 5Y | +76.1% | +58.5% | +17.7% | +25.1% |
| 10Y | +1,006.2% | +326.4% | +679.8% | +271.6% |
| All | +1,006.2% | +329.9% | +676.4% | +271.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling