+32.9%
W vs WM
+46.1%
-13.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.3% |
| 30D | -7.6% | -2.4% | -5.2% | -8.2% |
| 3M | +37.2% | +0.4% | +36.7% | +37.7% |
| 6M | +26.3% | -9.5% | +35.8% | +24.1% |
| YTD | -1.0% | +0.5% | -1.5% | -0.1% |
| 1Y | +20.1% | -1.1% | +21.2% | +21.6% |
| All | +32.9% | +46.1% | -13.2% | +65.7% |
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