-24.8%
U vs WM
+126.0%
-150.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +32.3% | -0.5% | +32.8% | +32.4% |
| 30D | +9.7% | +13.3% | -3.6% | +7.6% |
| 3M | +19.6% | +4.4% | +15.2% | +18.8% |
| 6M | +82.6% | +10.8% | +71.8% | +79.0% |
| YTD | +16.4% | +9.1% | +7.4% | +14.0% |
| 1Y | +28.5% | +19.1% | +9.3% | +22.8% |
| 3Y | +103.8% | +45.7% | +58.1% | +76.3% |
| 5Y | -70.0% | +60.4% | -130.5% | -75.0% |
| All | -24.8% | +126.0% | -150.8% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling