+330.3%
WM vs BB
+21.8%
+308.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +3.2% | +1.8% | +1.4% | +3.2% |
| 30D | +13.0% | +8.1% | +4.9% | +12.7% |
| 3M | +9.2% | -1.0% | +10.2% | +9.1% |
| 6M | +13.6% | +45.9% | -32.3% | +11.5% |
| YTD | +12.4% | +134.8% | -122.4% | +8.2% |
| 1Y | +21.2% | +104.6% | -83.4% | +17.2% |
| 3Y | +48.7% | +152.8% | -104.2% | +40.6% |
| 5Y | +61.9% | -17.4% | +79.3% | +58.8% |
| All | +330.3% | +21.8% | +308.6% | +277.4% |
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