+336.4%
WM vs BIDU
-52.2%
+388.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.1% |
| 7D | +1.2% | +7.2% | -6.0% | +1.1% |
| 30D | +13.1% | -4.0% | +17.1% | +13.2% |
| 3M | +3.6% | -25.1% | +28.7% | +4.2% |
| 6M | +8.1% | -41.8% | +49.8% | +9.2% |
| YTD | +8.9% | -37.3% | +46.2% | +9.7% |
| 1Y | +20.3% | -35.6% | +55.9% | +21.1% |
| 3Y | +46.2% | -24.5% | +70.6% | +45.2% |
| 5Y | +59.9% | -48.3% | +108.2% | +59.6% |
| All | +336.4% | -52.2% | +388.7% | +316.2% |
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