+813.5%
WM vs BAH
+886.2%
-72.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | -2.4% | +2.0% | -4.4% | -2.9% |
| 3M | +0.4% | -7.6% | +8.1% | +1.7% |
| 6M | -9.5% | -5.7% | -3.8% | -9.0% |
| YTD | +0.5% | -11.7% | +12.2% | +1.8% |
| 1Y | -1.1% | -27.4% | +26.3% | +4.1% |
| 3Y | +46.0% | -32.5% | +78.6% | +51.6% |
| 5Y | +51.8% | -3.3% | +55.1% | +42.4% |
| 10Y | +307.5% | +186.0% | +121.5% | +203.0% |
| All | +813.5% | +886.2% | -72.7% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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