-18.9%
WBD vs WM
+248.3%
-267.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +3.1% | +1.9% | +1.2% | +2.3% |
| 30D | +34.4% | -8.6% | +43.0% | +39.1% |
| 3M | +110.6% | -14.4% | +125.0% | +123.7% |
| 6M | +153.4% | -13.2% | +166.6% | +166.6% |
| YTD | +117.4% | +0.4% | +117.0% | +115.5% |
| 1Y | +150.3% | -9.3% | +159.6% | +158.9% |
| 3Y | +112.8% | +30.3% | +82.5% | +87.5% |
| 5Y | +0.3% | +75.9% | -75.7% | -24.8% |
| All | -18.9% | +248.3% | -267.3% | -46.3% |
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