+89.1%
U vs WM
+50.2%
+38.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +1.2% | +13.8% | +15.0% |
| 7D | +24.3% | +4.5% | +19.8% | +24.9% |
| 30D | +8.6% | +16.1% | -7.5% | +10.5% |
| 3M | +37.6% | +8.0% | +29.5% | +39.1% |
| 6M | +78.5% | +8.4% | +70.1% | +80.7% |
| YTD | +10.5% | +11.2% | -0.7% | +12.1% |
| 1Y | +15.2% | +22.3% | -7.1% | +16.5% |
| All | +89.1% | +50.2% | +38.8% | +70.9% |
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