+59.7%
WM vs BAX
-63.7%
+123.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | +1.2% | +12.1% | -10.9% | 0.0% |
| 30D | +13.1% | +7.6% | +5.5% | +12.1% |
| 3M | +3.6% | -4.5% | +8.1% | +3.9% |
| 6M | +8.1% | +52.0% | -43.9% | +3.0% |
| YTD | +8.9% | +35.1% | -26.2% | +4.7% |
| 1Y | +20.3% | +43.7% | -23.4% | +14.8% |
| 3Y | +46.2% | -20.9% | +67.1% | +46.7% |
| All | +59.7% | -63.7% | +123.4% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling