+58.5%
WM vs BBWI
-67.3%
+125.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.2% | -4.2% | +5.4% | +1.3% |
| 30D | +13.7% | +24.9% | -11.2% | +12.6% |
| 3M | +5.2% | +13.2% | -8.0% | +4.5% |
| 6M | +11.2% | +12.1% | -0.9% | +10.3% |
| YTD | +9.4% | +11.1% | -1.7% | +8.4% |
| 1Y | +20.4% | +0.7% | +19.7% | +19.5% |
| 3Y | +44.7% | -23.8% | +68.4% | +43.2% |
| 5Y | +58.5% | -66.9% | +125.4% | +65.4% |
| All | +58.5% | -67.3% | +125.7% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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