+76.1%
BND vs WM
+1,045.4%
-969.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | 0.0% | +1.2% | -1.2% | 0.0% |
| 30D | +2.3% | +13.1% | -10.8% | +2.2% |
| 3M | -0.2% | +3.6% | -3.8% | -0.2% |
| 6M | -1.0% | +8.1% | -9.0% | -1.0% |
| YTD | -0.4% | +8.9% | -9.3% | -0.4% |
| 1Y | -0.1% | +20.3% | -20.5% | -0.3% |
| 3Y | +15.1% | +46.2% | -31.1% | +14.9% |
| 5Y | -1.5% | +59.9% | -61.4% | -1.7% |
| 10Y | +16.0% | +345.6% | -329.5% | +17.0% |
| All | +76.1% | +1,045.4% | -969.3% | +76.8% |
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 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