+336.4%
WM vs BB
+23.8%
+312.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.2% |
| 7D | +1.2% | +3.8% | -2.6% | +1.1% |
| 30D | +13.1% | -0.3% | +13.4% | +13.0% |
| 3M | +3.6% | -0.5% | +4.1% | +3.4% |
| 6M | +8.1% | +45.9% | -37.8% | +6.0% |
| YTD | +8.9% | +130.6% | -121.7% | +4.9% |
| 1Y | +20.3% | +89.2% | -68.8% | +16.7% |
| 3Y | +46.2% | +137.5% | -91.3% | +38.6% |
| 5Y | +59.9% | -20.9% | +80.8% | +57.1% |
| All | +336.4% | +23.8% | +312.6% | +280.5% |
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