+19.8%
BIL vs WM
+60.4%
-40.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | 0.0% | +13.3% | -13.3% | 0.0% |
| 3M | +0.6% | +4.4% | -3.8% | +0.6% |
| 6M | +1.5% | +10.8% | -9.3% | +1.5% |
| YTD | +2.8% | +9.1% | -6.3% | +2.8% |
| 1Y | +3.3% | +19.1% | -15.8% | +3.3% |
| 3Y | +13.4% | +45.7% | -32.3% | +13.4% |
| 5Y | +19.8% | +60.4% | -40.6% | +19.8% |
| All | +19.8% | +60.4% | -40.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling