+12.7%
WBD vs WM
+305.9%
-293.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +8.8% | -2.4% | +11.2% | +9.7% |
| 3M | +4.6% | +0.4% | +4.2% | +4.0% |
| 6M | +1.1% | -9.5% | +10.6% | +4.4% |
| YTD | -2.0% | +0.5% | -2.5% | -3.1% |
| 1Y | +140.0% | -1.1% | +141.1% | +138.2% |
| 3Y | +144.4% | +46.0% | +98.3% | +104.5% |
| 5Y | -0.2% | +51.8% | -52.0% | -19.1% |
| All | +12.7% | +305.9% | -293.2% | -37.6% |
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 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