-40.4%
TER vs WM
+7.2%
-47.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -12.7% |
| 7D | -28.2% | +4.5% | -32.7% | -20.2% |
| 30D | -50.6% | +16.1% | -66.6% | -28.0% |
| 3M | -45.3% | +8.0% | -53.4% | -32.9% |
| 6M | -40.4% | +8.4% | -48.8% | -20.2% |
| All | -40.4% | +7.2% | -47.5% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling