+49.3%
WM vs PR
+61.1%
-11.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +1.4% |
| 7D | +4.5% | -16.5% | +21.0% | +5.5% |
| 30D | +16.1% | -4.5% | +20.6% | +16.2% |
| 3M | +8.0% | +8.5% | -0.5% | +7.3% |
| 6M | +8.4% | -3.3% | +11.7% | +8.2% |
| YTD | +11.2% | +55.7% | -44.5% | +8.4% |
| 1Y | +22.3% | +82.0% | -59.7% | +18.4% |
| All | +49.3% | +61.1% | -11.9% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling