+701.6%
BE vs WM
+231.5%
+470.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -6.7% |
| 7D | -12.1% | +5.9% | -18.1% | -13.4% |
| 30D | -30.1% | +15.4% | -45.5% | -32.9% |
| 3M | -12.1% | +6.3% | -18.5% | -14.0% |
| 6M | -30.6% | +5.6% | -36.2% | -33.2% |
| YTD | +130.6% | +9.9% | +120.7% | +117.3% |
| 1Y | +55.3% | +20.8% | +34.5% | +39.7% |
| 3Y | +1,755.6% | +48.5% | +1,707.0% | +1,291.6% |
| 5Y | +564.5% | +60.6% | +503.9% | +368.0% |
| All | +701.6% | +231.5% | +470.1% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling