+30.3%
BIL vs WM
+927.3%
-897.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.3% | +4.5% | -4.8% | -0.3% |
| 30D | 0.0% | +16.1% | -16.1% | 0.0% |
| 3M | +0.3% | +8.0% | -7.7% | +0.3% |
| 6M | +1.2% | +8.4% | -7.2% | +1.2% |
| YTD | +2.4% | +11.2% | -8.8% | +2.4% |
| 1Y | +3.0% | +22.3% | -19.3% | +3.1% |
| 3Y | +13.1% | +50.2% | -37.1% | +13.2% |
| 5Y | +19.4% | +63.3% | -43.9% | +19.6% |
| 10Y | +25.2% | +355.0% | -329.9% | +25.7% |
| All | +30.3% | +927.3% | -897.0% | +31.6% |
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