+668.0%
BE vs WM
+238.9%
+429.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | +10.8% | +3.2% | +7.6% | +10.1% |
| 30D | -19.8% | +13.0% | -32.8% | -22.5% |
| 3M | -18.7% | +9.2% | -28.0% | -20.9% |
| 6M | -33.7% | +13.6% | -47.4% | -37.9% |
| YTD | +121.0% | +12.4% | +108.6% | +107.1% |
| 1Y | +85.4% | +21.2% | +64.2% | +67.6% |
| 3Y | +1,709.5% | +48.7% | +1,660.8% | +1,269.9% |
| 5Y | +462.2% | +61.9% | +400.3% | +298.0% |
| All | +668.0% | +238.9% | +429.0% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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