+49.4%
WM vs BAM
+86.2%
-36.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | +1.2% | +9.7% | -8.5% | +0.6% |
| 30D | +13.1% | +19.0% | -5.9% | +11.8% |
| 3M | +3.6% | +0.6% | +3.1% | +3.4% |
| 6M | +8.1% | +11.1% | -3.0% | +7.1% |
| YTD | +8.9% | +4.2% | +4.7% | +8.4% |
| 1Y | +20.3% | +3.3% | +17.0% | +19.8% |
| 3Y | +46.2% | +88.8% | -42.6% | +37.9% |
| All | +49.4% | +86.2% | -36.8% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 5y: compounded portfolio wealth divided by compounded BAM 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…
5y analysis · Full analysis span regression · 6 months rolling