+665.9%
WM vs BB
+258.8%
+407.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -5.6% | +5.3% | 0.0% |
| 30D | -2.4% | -11.8% | +9.4% | -1.8% |
| 3M | +0.4% | -25.5% | +26.0% | +1.5% |
| 6M | -9.5% | +121.3% | -130.7% | -14.2% |
| YTD | +0.5% | +103.2% | -102.7% | -4.3% |
| 1Y | -1.1% | +102.6% | -103.7% | -6.1% |
| 3Y | +46.0% | +37.5% | +8.5% | +38.9% |
| 5Y | +51.8% | -30.4% | +82.3% | +47.9% |
| 10Y | +307.5% | 0.0% | +307.5% | +262.9% |
| All | +665.9% | +258.8% | +407.1% | +486.8% |
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