+328.7%
WM vs SM
+4.9%
+323.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.3% |
| 7D | -0.5% | -22.3% | +21.8% | +0.4% |
| 30D | +13.3% | -21.4% | +34.7% | +14.2% |
| 3M | +4.4% | +1.4% | +3.0% | +4.1% |
| 6M | +10.8% | +0.1% | +10.7% | +10.5% |
| YTD | +9.1% | +59.0% | -49.9% | +6.7% |
| 1Y | +19.1% | +64.3% | -45.2% | +16.4% |
| 3Y | +45.7% | -13.1% | +58.8% | +44.4% |
| 5Y | +60.4% | -13.9% | +74.3% | +57.4% |
| 10Y | +328.7% | +1.7% | +327.0% | +274.3% |
| All | +328.7% | +4.9% | +323.8% | +274.3% |
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