+49.3%
WM vs S
+32.3%
+17.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.8% | +10.0% | +1.3% |
| 7D | +4.5% | -16.7% | +21.2% | +4.8% |
| 30D | +16.1% | -17.0% | +33.0% | +16.4% |
| 3M | +8.0% | +2.0% | +6.0% | +7.7% |
| 6M | +8.4% | +35.1% | -26.6% | +7.2% |
| YTD | +11.2% | +42.8% | -31.6% | +9.6% |
| 1Y | +22.3% | +27.7% | -5.4% | +20.9% |
| All | +49.3% | +32.3% | +17.0% | +44.6% |
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