+336.4%
WM vs BAX
-36.8%
+373.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +1.2% | +12.1% | -10.9% | -1.1% |
| 30D | +13.1% | +7.6% | +5.5% | +11.2% |
| 3M | +3.6% | -4.5% | +8.1% | +4.2% |
| 6M | +8.1% | +52.0% | -43.9% | -1.7% |
| YTD | +8.9% | +35.1% | -26.2% | +0.5% |
| 1Y | +20.3% | +43.7% | -23.4% | +9.4% |
| 3Y | +46.2% | -20.9% | +67.1% | +47.2% |
| 5Y | +59.9% | -63.5% | +123.4% | +103.3% |
| All | +336.4% | -36.8% | +373.2% | +419.7% |
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