+302.9%
WM vs BG
+159.1%
+143.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -1.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.3% |
| 30D | -4.3% | +15.0% | -19.4% | -6.4% |
| 3M | +0.8% | -0.7% | +1.4% | +0.7% |
| 6M | -10.8% | +7.5% | -18.3% | -12.0% |
| YTD | -0.1% | +41.6% | -41.7% | -5.6% |
| 1Y | +1.0% | +50.7% | -49.6% | -5.8% |
| 3Y | +45.1% | +20.3% | +24.8% | +39.0% |
| 5Y | +52.1% | +85.2% | -33.1% | +31.4% |
| 10Y | +302.9% | +160.6% | +142.3% | +199.4% |
| All | +302.9% | +159.1% | +143.9% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling