+3.5%
W vs WM
+21.2%
-17.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.8% |
| 7D | -7.4% | +0.8% | -8.1% | -7.3% |
| 30D | +7.8% | +13.8% | -6.0% | +10.4% |
| 3M | +10.9% | +6.4% | +4.5% | +11.0% |
| 6M | +86.4% | +13.2% | +73.2% | +91.4% |
| YTD | +14.0% | +10.8% | +3.2% | +14.2% |
| 1Y | +3.5% | +20.2% | -16.7% | +1.3% |
| All | +3.5% | +21.2% | -17.6% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling