+8.4%
WM vs BB
+45.6%
-37.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +0.7% |
| 7D | +4.5% | -8.9% | +13.4% | +3.6% |
| 30D | +16.1% | -12.6% | +28.7% | +14.6% |
| 3M | +8.0% | -4.1% | +12.2% | +8.0% |
| 6M | +8.4% | +49.5% | -41.0% | +10.1% |
| All | +8.4% | +45.6% | -37.1% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling