+328.7%
WM vs BN
+289.4%
+39.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -1.4% |
| 30D | +13.3% | +15.9% | -2.6% | +9.1% |
| 3M | +4.4% | -2.3% | +6.7% | +4.8% |
| 6M | +10.8% | -8.4% | +19.2% | +12.7% |
| YTD | +9.1% | -5.9% | +14.9% | +9.5% |
| 1Y | +19.1% | -5.6% | +24.7% | +19.3% |
| 3Y | +45.7% | +104.2% | -58.6% | +12.4% |
| 5Y | +60.4% | +35.5% | +25.0% | +38.5% |
| 10Y | +328.7% | +285.2% | +43.5% | +157.2% |
| All | +328.7% | +289.4% | +39.4% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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