+18.2%
TER vs WM
+20.0%
-1.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | -0.6% |
| 7D | -20.5% | +1.2% | -21.7% | -18.5% |
| 30D | -47.0% | +13.1% | -60.1% | -34.8% |
| 3M | -43.3% | +3.6% | -46.9% | -38.0% |
| 6M | -42.9% | +8.1% | -51.0% | -32.7% |
| YTD | +12.9% | +8.9% | +4.0% | +34.9% |
| 1Y | +18.2% | +20.3% | -2.2% | +52.9% |
| All | +18.2% | +20.0% | -1.8% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling