+29,154.7%
WM vs BBWI
+1,184.1%
+27,970.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.2% | +7.4% | +2.0% |
| 7D | +4.5% | -3.1% | +7.6% | +4.9% |
| 30D | +16.1% | +23.1% | -7.1% | +12.6% |
| 3M | +8.0% | +7.3% | +0.7% | +6.4% |
| 6M | +8.4% | +22.6% | -14.2% | +4.2% |
| YTD | +11.2% | +13.3% | -2.1% | +7.2% |
| 1Y | +22.3% | -2.6% | +24.9% | +19.5% |
| 3Y | +50.2% | -25.9% | +76.2% | +47.1% |
| 5Y | +63.3% | -66.7% | +130.0% | +74.5% |
| 10Y | +355.0% | -41.6% | +396.6% | +293.4% |
| All | +29,154.7% | +1,184.1% | +27,970.6% | +13,083.6% |
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