-68.4%
U vs WM
+59.1%
-127.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.9% |
| 7D | +36.6% | +1.2% | +35.4% | +36.3% |
| 30D | +13.3% | +13.1% | +0.2% | +10.7% |
| 3M | +26.2% | +3.6% | +22.5% | +25.3% |
| 6M | +88.7% | +8.1% | +80.7% | +85.1% |
| YTD | +16.6% | +8.9% | +7.7% | +13.5% |
| 1Y | +29.0% | +20.3% | +8.6% | +21.3% |
| 3Y | +99.5% | +46.2% | +53.3% | +62.2% |
| All | -68.4% | +59.1% | -127.5% | -76.4% |
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