+62.1%
WM vs BIDU
-53.5%
+115.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.2% |
| 30D | +15.2% | -7.3% | +22.5% | +15.2% |
| 3M | +8.3% | -26.0% | +34.3% | +8.1% |
| 6M | +13.1% | -44.5% | +57.7% | +12.7% |
| YTD | +12.5% | -40.6% | +53.1% | +12.2% |
| 1Y | +21.8% | -39.8% | +61.6% | +21.4% |
| 3Y | +48.8% | -26.7% | +75.5% | +47.6% |
| 5Y | +62.1% | -54.5% | +116.6% | +63.6% |
| All | +62.1% | -53.5% | +115.6% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling