+21.2%
WM vs DD
+27.9%
-6.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +3.2% | +5.0% | -1.8% | +3.8% |
| 30D | +13.0% | +19.7% | -6.7% | +15.3% |
| 3M | +9.2% | +7.2% | +2.0% | +10.0% |
| 6M | +13.6% | +1.0% | +12.6% | +14.3% |
| YTD | +12.4% | +29.1% | -16.7% | +15.3% |
| 1Y | +21.2% | +28.5% | -7.3% | +24.3% |
| All | +21.2% | +27.9% | -6.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling