+336.4%
WM vs P
+713.7%
-377.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.2% |
| 7D | +1.2% | -23.8% | +25.0% | +2.2% |
| 30D | +13.1% | -36.6% | +49.7% | +15.0% |
| 3M | +3.6% | +10.9% | -7.3% | +2.3% |
| 6M | +8.1% | +30.0% | -21.9% | +5.3% |
| YTD | +8.9% | +44.4% | -35.5% | +5.0% |
| 1Y | +20.3% | +3.9% | +16.4% | +18.0% |
| 3Y | +46.2% | +176.6% | -130.4% | +27.9% |
| 5Y | +59.9% | +249.3% | -189.4% | +33.9% |
| All | +336.4% | +713.7% | -377.3% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling