+21.2%
WM vs BAX
+38.8%
-17.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +13.0% | +4.1% | +8.9% | +12.5% |
| 3M | +9.2% | -4.5% | +13.8% | +9.5% |
| 6M | +13.6% | +49.2% | -35.6% | +9.2% |
| YTD | +12.4% | +35.2% | -22.9% | +8.2% |
| 1Y | +21.2% | +38.3% | -17.1% | +16.2% |
| All | +21.2% | +38.8% | -17.6% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling