+326.4%
WM vs BG
+95.6%
+230.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | +1.2% | +5.0% | -3.8% | +0.4% |
| 30D | +13.7% | -3.2% | +16.9% | +14.1% |
| 3M | +5.2% | -11.2% | +16.4% | +6.9% |
| 6M | +11.2% | -19.4% | +30.6% | +14.4% |
| YTD | +9.4% | +13.6% | -4.2% | +6.6% |
| 1Y | +20.4% | +7.3% | +13.1% | +18.3% |
| 3Y | +44.7% | +3.8% | +40.9% | +41.2% |
| 5Y | +58.5% | +23.2% | +35.3% | +46.7% |
| 10Y | +326.4% | +97.9% | +228.4% | +226.1% |
| All | +326.4% | +95.6% | +230.8% | +226.1% |
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