+217.0%
W vs WM
+329.9%
-112.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +1.1% | +1.2% | -0.1% | +0.5% |
| 30D | +6.4% | +13.7% | -7.3% | -0.1% |
| 3M | +9.0% | +5.2% | +3.7% | +6.1% |
| 6M | +69.8% | +11.2% | +58.6% | +59.6% |
| YTD | +12.1% | +9.4% | +2.6% | +5.0% |
| 1Y | 0.0% | +20.4% | -20.4% | -11.2% |
| 3Y | +160.3% | +44.7% | +115.7% | +91.4% |
| 5Y | -53.3% | +58.5% | -111.8% | -68.0% |
| 10Y | +217.0% | +326.4% | -109.4% | +26.8% |
| All | +217.0% | +329.9% | -112.9% | +26.8% |
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