+326.4%
WM vs SM
+4.2%
+322.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +1.2% | -19.5% | +20.7% | +1.9% |
| 30D | +13.7% | -20.2% | +33.9% | +14.5% |
| 3M | +5.2% | -6.5% | +11.7% | +5.3% |
| 6M | +11.2% | +1.6% | +9.6% | +10.8% |
| YTD | +9.4% | +61.2% | -51.8% | +7.0% |
| 1Y | +20.4% | +65.4% | -45.0% | +17.6% |
| 3Y | +44.7% | -13.0% | +57.7% | +43.4% |
| 5Y | +58.5% | -4.3% | +62.8% | +55.0% |
| 10Y | +326.4% | +3.0% | +323.3% | +272.0% |
| All | +326.4% | +4.2% | +322.2% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling