+63.3%
WM vs SM
-8.9%
+72.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.4% |
| 7D | +4.5% | -25.1% | +29.6% | +5.9% |
| 30D | +16.1% | -15.6% | +31.6% | +16.9% |
| 3M | +8.0% | +2.7% | +5.3% | +7.5% |
| 6M | +8.4% | -3.8% | +12.3% | +8.1% |
| YTD | +11.2% | +61.8% | -50.6% | +7.8% |
| 1Y | +22.3% | +71.4% | -49.0% | +18.1% |
| 3Y | +50.2% | -20.7% | +71.0% | +48.8% |
| 5Y | +63.3% | -11.5% | +74.8% | +60.5% |
| All | +63.3% | -8.9% | +72.1% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling