+163.6%
W vs WM
+485.4%
-321.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.1% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | -7.6% | -2.4% | -5.2% | -6.5% |
| 3M | +37.2% | +0.4% | +36.7% | +35.9% |
| 6M | +26.3% | -9.5% | +35.8% | +31.3% |
| YTD | -1.0% | +0.5% | -1.5% | -3.2% |
| 1Y | +20.1% | -1.1% | +21.2% | +17.5% |
| 3Y | +37.8% | +46.0% | -8.2% | -2.2% |
| 5Y | -63.7% | +51.8% | -115.5% | -74.8% |
| 10Y | +156.3% | +307.5% | -151.2% | -11.9% |
| All | +163.6% | +485.4% | -321.8% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling