+328.7%
WM vs BG
+95.6%
+233.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -0.5% | +7.4% | -7.8% | -1.5% |
| 30D | +13.3% | -1.5% | +14.8% | +13.5% |
| 3M | +4.4% | -6.1% | +10.4% | +5.1% |
| 6M | +10.8% | -18.0% | +28.8% | +13.8% |
| YTD | +9.1% | +15.6% | -6.6% | +6.0% |
| 1Y | +19.1% | +9.6% | +9.6% | +16.7% |
| 3Y | +45.7% | +6.3% | +39.4% | +41.6% |
| 5Y | +60.4% | +24.6% | +35.9% | +48.3% |
| 10Y | +328.7% | +98.1% | +230.6% | +226.9% |
| All | +328.7% | +95.6% | +233.1% | +226.9% |
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