+58.5%
WM vs BB
-16.9%
+75.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +1.2% | +11.6% | -10.4% | +1.1% |
| 30D | +13.7% | +2.6% | +11.1% | +13.6% |
| 3M | +5.2% | +3.5% | +1.7% | +5.1% |
| 6M | +11.2% | +43.5% | -32.3% | +9.8% |
| YTD | +9.4% | +141.2% | -131.7% | +6.3% |
| 1Y | +20.4% | +97.4% | -77.0% | +17.6% |
| 3Y | +44.7% | +151.1% | -106.4% | +38.5% |
| 5Y | +58.5% | -12.8% | +71.3% | +67.4% |
| All | +58.5% | -16.9% | +75.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling