+326.4%
WM vs BAX
-34.5%
+360.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +3.6% | -2.5% | +0.4% |
| 30D | +13.7% | +8.5% | +5.2% | +11.6% |
| 3M | +5.2% | -4.9% | +10.1% | +5.9% |
| 6M | +11.2% | +47.0% | -35.8% | +1.9% |
| YTD | +9.4% | +38.4% | -29.0% | +0.5% |
| 1Y | +20.4% | +49.1% | -28.7% | +8.6% |
| 3Y | +44.7% | -14.9% | +59.6% | +43.0% |
| 5Y | +58.5% | -63.1% | +121.6% | +101.7% |
| 10Y | +326.4% | -35.6% | +362.0% | +404.8% |
| All | +326.4% | -34.5% | +360.9% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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