+29,154.7%
WM vs BAX
+893.5%
+28,261.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.9% |
| 7D | +4.5% | +9.1% | -4.7% | +2.4% |
| 30D | +16.1% | +5.3% | +10.8% | +14.5% |
| 3M | +8.0% | -6.1% | +14.1% | +9.1% |
| 6M | +8.4% | +53.3% | -44.9% | -2.2% |
| YTD | +11.2% | +34.4% | -23.2% | +2.2% |
| 1Y | +22.3% | +43.2% | -20.9% | +10.7% |
| 3Y | +50.2% | -20.1% | +70.4% | +50.3% |
| 5Y | +63.3% | -63.7% | +127.0% | +93.5% |
| 10Y | +355.0% | -36.3% | +391.4% | +368.2% |
| All | +29,154.7% | +893.5% | +28,261.3% | +16,528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling