+72.4%
TER vs WM
+60.4%
+12.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.7% |
| 7D | -5.8% | -0.5% | -5.3% | -5.8% |
| 30D | -38.9% | +13.3% | -52.2% | -38.2% |
| 3M | -35.1% | +4.4% | -39.5% | -34.5% |
| 6M | -31.6% | +10.8% | -42.4% | -32.0% |
| YTD | +27.2% | +9.1% | +18.2% | +25.9% |
| 1Y | +35.2% | +19.1% | +16.1% | +30.1% |
| 3Y | +192.8% | +45.7% | +147.1% | +149.4% |
| 5Y | +72.4% | +60.4% | +12.0% | +34.2% |
| All | +72.4% | +60.4% | +12.0% | +34.2% |
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