+26,336.4%
WM vs BBWI
+1,034.6%
+25,301.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.6% |
| 7D | -0.3% | +1.5% | -1.8% | -0.5% |
| 30D | -2.4% | -5.2% | +2.8% | -1.9% |
| 3M | +0.4% | +11.1% | -10.7% | -1.6% |
| 6M | -9.5% | -13.4% | +3.9% | -8.8% |
| YTD | +0.5% | +0.1% | +0.4% | -1.1% |
| 1Y | -1.1% | -36.1% | +35.0% | +2.8% |
| 3Y | +46.0% | -44.1% | +90.1% | +49.1% |
| 5Y | +51.8% | -66.2% | +118.1% | +61.6% |
| 10Y | +307.5% | -54.8% | +362.3% | +268.3% |
| All | +26,336.4% | +1,034.6% | +25,301.7% | +12,055.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling