+49.3%
WM vs P
+166.1%
-116.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.4% | +17.6% | +0.4% |
| 7D | +4.5% | -31.9% | +36.4% | +2.8% |
| 30D | +16.1% | -36.5% | +52.6% | +14.0% |
| 3M | +8.0% | +11.6% | -3.5% | +8.5% |
| 6M | +8.4% | +25.2% | -16.8% | +9.7% |
| YTD | +11.2% | +39.4% | -28.2% | +12.8% |
| 1Y | +22.3% | -3.7% | +26.0% | +23.6% |
| All | +49.3% | +166.1% | -116.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling