+49.3%
WM vs BAX
-20.4%
+69.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.4% |
| 7D | +4.5% | +9.1% | -4.7% | +3.7% |
| 30D | +16.1% | +5.3% | +10.8% | +15.4% |
| 3M | +8.0% | -6.1% | +14.1% | +8.5% |
| 6M | +8.4% | +53.3% | -44.9% | +4.1% |
| YTD | +11.2% | +34.4% | -23.2% | +7.6% |
| 1Y | +22.3% | +43.2% | -20.9% | +17.7% |
| All | +49.3% | -20.4% | +69.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling