+8.0%
U vs WM
+46.1%
-38.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.8% |
| 30D | +17.5% | -2.4% | +19.8% | +17.1% |
| 3M | +38.7% | +0.4% | +38.3% | +38.7% |
| 6M | +104.4% | -9.5% | +113.9% | +103.5% |
| YTD | -5.7% | +0.5% | -6.2% | -5.5% |
| 1Y | +3.7% | -1.1% | +4.8% | +4.4% |
| All | +8.0% | +46.1% | -38.2% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling