+2,758.0%
WM vs SM
+1,608.3%
+1,149.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -2.4% | +26.3% | -28.7% | -3.9% |
| 3M | +0.4% | +8.7% | -8.3% | -0.4% |
| 6M | -9.5% | +51.7% | -61.2% | -12.4% |
| YTD | +0.5% | +99.0% | -98.5% | -4.5% |
| 1Y | -1.1% | +34.6% | -35.7% | -3.8% |
| 3Y | +46.0% | -7.8% | +53.8% | +43.5% |
| 5Y | +51.8% | +104.8% | -53.0% | +38.2% |
| 10Y | +307.5% | +7.2% | +300.3% | +231.2% |
| All | +2,758.0% | +1,608.3% | +1,149.7% | +1,787.8% |
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