-53.4%
W vs WM
+60.4%
-113.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.6% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +10.5% | +13.3% | -2.8% | +8.0% |
| 3M | +9.6% | +4.4% | +5.3% | +8.6% |
| 6M | +76.4% | +10.8% | +65.6% | +72.2% |
| YTD | +16.4% | +9.1% | +7.3% | +13.3% |
| 1Y | +9.3% | +19.1% | -9.8% | +3.8% |
| 3Y | +172.8% | +45.7% | +127.1% | +114.1% |
| 5Y | -53.4% | +60.4% | -113.8% | -67.3% |
| All | -53.4% | +60.4% | -113.8% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling