+328.7%
WM vs BB
+33.0%
+295.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | 0.0% |
| 7D | -0.5% | +15.0% | -15.4% | -0.8% |
| 30D | +13.3% | +3.5% | +9.8% | +13.1% |
| 3M | +4.4% | +2.7% | +1.7% | +4.1% |
| 6M | +10.8% | +44.7% | -33.9% | +8.8% |
| YTD | +9.1% | +143.3% | -134.2% | +4.9% |
| 1Y | +19.1% | +102.2% | -83.1% | +15.3% |
| 3Y | +45.7% | +156.1% | -110.5% | +37.8% |
| 5Y | +60.4% | -17.6% | +78.0% | +57.5% |
| 10Y | +328.7% | +29.0% | +299.8% | +274.4% |
| All | +328.7% | +33.0% | +295.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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