+305.2%
WM vs BIDU
-47.4%
+352.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | -2.4% | -10.5% | +8.1% | -2.2% |
| 3M | +0.4% | -26.2% | +26.6% | +1.1% |
| 6M | -9.5% | -16.4% | +6.9% | -9.3% |
| YTD | +0.5% | -23.9% | +24.4% | +0.9% |
| 1Y | -1.1% | +1.3% | -2.4% | -1.9% |
| 3Y | +46.0% | -32.1% | +78.1% | +46.4% |
| 5Y | +51.8% | -39.0% | +90.8% | +51.1% |
| All | +305.2% | -47.4% | +352.6% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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