+1,177.7%
WM vs BG
+1,131.5%
+46.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -0.8% |
| 30D | -2.4% | +12.0% | -14.4% | -4.5% |
| 3M | +0.4% | -7.7% | +8.1% | +1.7% |
| 6M | -9.5% | +4.5% | -14.0% | -10.7% |
| YTD | +0.5% | +35.7% | -35.2% | -5.7% |
| 1Y | -1.1% | +50.1% | -51.2% | -9.3% |
| 3Y | +46.0% | +12.6% | +33.4% | +39.5% |
| 5Y | +51.8% | +75.4% | -23.6% | +30.1% |
| 10Y | +307.5% | +150.5% | +157.0% | +207.8% |
| All | +1,177.7% | +1,131.5% | +46.2% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling