+232.1%
W vs WM
+339.4%
-107.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.5% |
| 7D | -3.6% | +1.2% | -4.8% | -4.2% |
| 30D | +7.0% | +13.1% | -6.1% | +0.6% |
| 3M | +7.4% | +3.6% | +3.7% | +5.3% |
| 6M | +69.3% | +8.1% | +61.2% | +61.4% |
| YTD | +11.3% | +8.9% | +2.4% | +4.5% |
| 1Y | +13.2% | +20.3% | -7.1% | +0.5% |
| 3Y | +142.0% | +46.2% | +95.9% | +76.3% |
| 5Y | -54.6% | +59.9% | -114.5% | -69.2% |
| All | +232.1% | +339.4% | -107.3% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling