+48.7%
WM vs BG
+6.5%
+42.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +3.2% | +2.6% | +0.6% | +3.1% |
| 30D | +13.0% | -6.7% | +19.7% | +13.3% |
| 3M | +9.2% | -9.3% | +18.5% | +9.5% |
| 6M | +13.6% | -18.3% | +32.0% | +14.2% |
| YTD | +12.4% | +16.2% | -3.8% | +12.9% |
| 1Y | +21.2% | +7.6% | +13.6% | +21.7% |
| 3Y | +48.7% | +6.6% | +42.1% | +48.8% |
| All | +48.7% | +6.5% | +42.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling