+202.8%
TER vs WM
+52.1%
+150.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -8.3% | -2.4% | -5.9% | -8.3% |
| 3M | -12.2% | +0.4% | -12.6% | -13.3% |
| 6M | +17.1% | -9.5% | +26.6% | +18.2% |
| YTD | +84.7% | +0.5% | +84.2% | +80.7% |
| 1Y | +199.9% | -1.1% | +201.0% | +195.4% |
| 3Y | +232.8% | +46.0% | +186.7% | +167.9% |
| All | +202.8% | +52.1% | +150.7% | +122.8% |
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