+747.6%
WM vs BB
+290.1%
+457.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +1.4% |
| 7D | +4.5% | -8.9% | +13.4% | +4.9% |
| 30D | +16.1% | -12.6% | +28.7% | +16.6% |
| 3M | +8.0% | -4.1% | +12.2% | +7.9% |
| 6M | +8.4% | +49.5% | -41.0% | +5.0% |
| YTD | +11.2% | +120.8% | -109.6% | +5.1% |
| 1Y | +22.3% | +76.2% | -53.9% | +17.0% |
| 3Y | +50.2% | +123.8% | -73.6% | +39.0% |
| 5Y | +63.3% | -24.3% | +87.5% | +58.3% |
| 10Y | +355.0% | +20.1% | +334.9% | +300.0% |
| All | +747.6% | +290.1% | +457.5% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling