+200.6%
W vs WM
+547.8%
-347.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.2% | -9.4% | -8.8% |
| 7D | -5.6% | +4.5% | -10.1% | -7.7% |
| 30D | +7.5% | +16.1% | -8.5% | -0.4% |
| 3M | +5.4% | +8.0% | -2.6% | +1.1% |
| 6M | +79.4% | +8.4% | +71.0% | +70.4% |
| YTD | +12.9% | +11.2% | +1.7% | +4.7% |
| 1Y | +12.4% | +22.3% | -9.9% | -1.4% |
| 3Y | +128.5% | +50.2% | +78.3% | +63.4% |
| 5Y | -54.0% | +63.3% | -117.2% | -69.1% |
| 10Y | +248.8% | +355.0% | -106.3% | +12.9% |
| All | +200.6% | +547.8% | -347.2% | -24.2% |
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 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