+306.4%
WM vs BAX
-34.3%
+340.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -2.4% | -5.5% | +3.1% | -1.3% |
| 3M | +0.4% | +33.5% | -33.1% | -5.8% |
| 6M | -9.5% | +35.9% | -45.3% | -15.7% |
| YTD | +0.5% | +35.4% | -34.9% | -7.0% |
| 1Y | -1.1% | +9.8% | -10.8% | -4.7% |
| 3Y | +46.0% | -32.7% | +78.8% | +54.1% |
| 5Y | +51.8% | -65.6% | +117.4% | +97.4% |
| All | +306.4% | -34.3% | +340.7% | +356.7% |
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