+3,026.2%
WM vs SM
+1,356.1%
+1,670.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.3% | +16.9% | +2.6% |
| 7D | +5.9% | -21.5% | +27.4% | +7.5% |
| 30D | +15.4% | -11.4% | +26.8% | +16.1% |
| 3M | +6.3% | +0.6% | +5.7% | +6.0% |
| 6M | +5.6% | +0.2% | +5.3% | +5.0% |
| YTD | +9.9% | +69.7% | -59.7% | +5.3% |
| 1Y | +20.8% | +71.6% | -50.7% | +15.5% |
| 3Y | +48.5% | -16.9% | +65.4% | +46.7% |
| 5Y | +60.6% | -3.2% | +63.8% | +53.8% |
| 10Y | +349.8% | +15.5% | +334.3% | +261.7% |
| All | +3,026.2% | +1,356.1% | +1,670.1% | +1,982.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling