+20.4%
WM vs BG
+6.5%
+13.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | +1.2% | +5.0% | -3.8% | +0.6% |
| 30D | +13.7% | -3.2% | +16.9% | +14.0% |
| 3M | +5.2% | -11.2% | +16.4% | +6.5% |
| 6M | +11.2% | -19.4% | +30.6% | +13.8% |
| YTD | +9.4% | +13.6% | -4.2% | +6.6% |
| 1Y | +20.4% | +7.3% | +13.1% | +18.9% |
| All | +20.4% | +6.5% | +13.9% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling