+50.4%
TER vs WM
+62.1%
-11.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.1% |
| 7D | -28.2% | +4.5% | -32.7% | -27.8% |
| 30D | -50.6% | +16.1% | -66.6% | -49.8% |
| 3M | -45.3% | +8.0% | -53.4% | -44.7% |
| 6M | -40.4% | +8.4% | -48.8% | -40.1% |
| YTD | +10.0% | +11.2% | -1.2% | +9.1% |
| 1Y | +13.6% | +22.3% | -8.7% | +9.3% |
| 3Y | +145.2% | +50.2% | +95.0% | +108.2% |
| 5Y | +50.4% | +63.3% | -12.9% | +17.6% |
| All | +50.4% | +62.1% | -11.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling