+330.3%
WM vs BN
+290.8%
+39.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +13.0% | +14.0% | -0.9% | +9.3% |
| 3M | +9.2% | -9.0% | +18.2% | +11.6% |
| 6M | +13.6% | -8.8% | +22.5% | +15.7% |
| YTD | +12.4% | -10.3% | +22.7% | +14.1% |
| 1Y | +21.2% | -5.8% | +27.0% | +21.4% |
| 3Y | +48.7% | +94.8% | -46.1% | +15.9% |
| 5Y | +61.9% | +31.5% | +30.4% | +40.4% |
| All | +330.3% | +290.8% | +39.5% | +151.1% |
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