+20.3%
WM vs PR
+80.1%
-59.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | +1.2% | -16.4% | +17.6% | +2.8% |
| 30D | +13.1% | -1.9% | +15.0% | +12.6% |
| 3M | +3.6% | +8.0% | -4.3% | +2.0% |
| 6M | +8.1% | +4.1% | +4.0% | +6.5% |
| YTD | +8.9% | +58.7% | -49.8% | +1.5% |
| 1Y | +20.3% | +75.8% | -55.5% | +6.9% |
| All | +20.3% | +80.1% | -59.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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