+886.2%
TER vs WM
+339.4%
+546.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.2% |
| 7D | -20.5% | +1.2% | -21.7% | -20.9% |
| 30D | -47.0% | +13.1% | -60.1% | -49.4% |
| 3M | -43.3% | +3.6% | -46.9% | -44.4% |
| 6M | -42.9% | +8.1% | -51.0% | -46.1% |
| YTD | +12.9% | +8.9% | +4.0% | +5.1% |
| 1Y | +18.2% | +20.3% | -2.2% | +4.2% |
| 3Y | +151.8% | +46.2% | +105.6% | +90.8% |
| 5Y | +54.2% | +59.9% | -5.7% | +8.7% |
| All | +886.2% | +339.4% | +546.8% | +232.9% |
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 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