+145.6%
W vs WM
+50.2%
+95.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.2% | -9.4% | -8.0% |
| 7D | -5.6% | +4.5% | -10.1% | -4.7% |
| 30D | +7.5% | +16.1% | -8.5% | +11.3% |
| 3M | +5.4% | +8.0% | -2.6% | +7.0% |
| 6M | +79.4% | +8.4% | +71.0% | +83.0% |
| YTD | +12.9% | +11.2% | +1.7% | +16.3% |
| 1Y | +12.4% | +22.3% | -9.9% | +18.6% |
| All | +145.6% | +50.2% | +95.3% | +220.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling