+305.6%
WM vs SW
+147.8%
+157.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.3% | -5.1% | +4.8% | 0.0% |
| 30D | -2.4% | -4.6% | +2.2% | -2.2% |
| 3M | +0.4% | +9.4% | -9.0% | -0.2% |
| 6M | -9.5% | +3.5% | -13.0% | -9.9% |
| YTD | +0.5% | +22.0% | -21.5% | -1.0% |
| 1Y | -1.1% | +2.2% | -3.3% | -1.6% |
| 3Y | +46.0% | +19.6% | +26.4% | +42.5% |
| 5Y | +51.8% | -2.3% | +54.2% | +47.8% |
| All | +305.6% | +147.8% | +157.8% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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