+25.2%
BIL vs WM
+339.4%
-314.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.3% |
| 30D | 0.0% | +13.1% | -13.1% | 0.0% |
| 3M | +0.3% | +3.6% | -3.3% | +0.3% |
| 6M | +1.2% | +8.1% | -6.8% | +1.2% |
| YTD | +2.5% | +8.9% | -6.5% | +2.5% |
| 1Y | +3.0% | +20.3% | -17.3% | +3.0% |
| 3Y | +13.2% | +46.2% | -33.0% | +13.2% |
| 5Y | +19.4% | +59.9% | -40.5% | +19.4% |
| All | +25.2% | +339.4% | -314.2% | +25.3% |
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