+145.5%
TER vs WM
+50.2%
+95.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -14.6% |
| 7D | -28.2% | +4.5% | -32.7% | -26.2% |
| 30D | -50.6% | +16.1% | -66.6% | -46.0% |
| 3M | -45.3% | +8.0% | -53.4% | -42.0% |
| 6M | -40.4% | +8.4% | -48.8% | -36.3% |
| YTD | +10.0% | +11.2% | -1.2% | +17.1% |
| 1Y | +13.6% | +22.3% | -8.7% | +20.3% |
| All | +145.5% | +50.2% | +95.2% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling