+2,926.4%
V vs WM
+932.6%
+1,993.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +2.0% | -2.4% | +4.3% | +3.4% |
| 3M | +17.4% | +0.4% | +16.9% | +16.7% |
| 6M | +17.5% | -9.5% | +27.0% | +24.0% |
| YTD | +7.6% | +0.5% | +7.1% | +6.1% |
| 1Y | +7.7% | -1.1% | +8.8% | +7.0% |
| 3Y | +54.7% | +46.0% | +8.6% | +17.4% |
| 5Y | +73.0% | +51.8% | +21.2% | +25.7% |
| 10Y | +390.9% | +307.5% | +83.3% | +84.0% |
| All | +2,926.4% | +932.6% | +1,993.8% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling