-73.3%
U vs WM
+61.9%
-135.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +2.6% | +3.2% | -0.6% | +2.0% |
| 30D | +27.6% | +13.0% | +14.5% | +24.8% |
| 3M | +15.3% | +9.2% | +6.1% | +13.5% |
| 6M | +96.4% | +13.6% | +82.7% | +90.9% |
| YTD | +19.6% | +12.4% | +7.2% | +15.9% |
| 1Y | +42.1% | +21.2% | +20.9% | +34.2% |
| 3Y | +87.5% | +48.7% | +38.9% | +53.4% |
| All | -73.3% | +61.9% | -135.1% | -80.3% |
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 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