+675.5%
BE vs WM
+228.9%
+446.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -30.9% | +13.3% | -44.2% | -33.4% |
| 3M | -11.6% | +4.4% | -16.0% | -13.1% |
| 6M | -25.7% | +10.8% | -36.6% | -30.1% |
| YTD | +123.1% | +9.1% | +114.1% | +110.5% |
| 1Y | +43.4% | +19.1% | +24.3% | +29.5% |
| 3Y | +1,683.6% | +45.7% | +1,638.0% | +1,249.8% |
| 5Y | +465.4% | +60.4% | +405.0% | +296.8% |
| All | +675.5% | +228.9% | +446.6% | +291.7% |
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