+44.7%
WM vs S
+54.2%
-9.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.2% | +1.4% | -0.2% | +1.1% |
| 30D | +13.7% | -10.8% | +24.5% | +13.9% |
| 3M | +5.2% | +5.4% | -0.2% | +4.9% |
| 6M | +11.2% | +41.2% | -30.0% | +10.0% |
| YTD | +9.4% | +56.2% | -46.8% | +7.7% |
| 1Y | +20.4% | +36.3% | -15.9% | +18.9% |
| 3Y | +44.7% | +49.4% | -4.7% | +40.0% |
| All | +44.7% | +54.2% | -9.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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