+894.8%
WM vs SW
+743.1%
+151.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.4% | +1.5% |
| 7D | +5.9% | +12.1% | -6.1% | +5.6% |
| 30D | +15.4% | +6.6% | +8.8% | +15.2% |
| 3M | +6.3% | -6.0% | +12.4% | +6.5% |
| 6M | +5.6% | +21.5% | -15.9% | +4.8% |
| YTD | +9.9% | +20.3% | -10.4% | +9.1% |
| 1Y | +20.8% | +28.1% | -7.3% | +19.6% |
| 3Y | +48.5% | +51.6% | -3.1% | +45.6% |
| 5Y | +60.6% | -0.1% | +60.7% | +58.0% |
| 10Y | +349.8% | +189.7% | +160.0% | +327.6% |
| All | +894.8% | +743.1% | +151.7% | +863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling