+49.3%
WM vs BN
+92.4%
-43.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +4.5% | +5.7% | -1.2% | +4.0% |
| 30D | +16.1% | +12.0% | +4.1% | +15.1% |
| 3M | +8.0% | -6.1% | +14.1% | +8.3% |
| 6M | +8.4% | -8.6% | +17.0% | +8.8% |
| YTD | +11.2% | -8.5% | +19.7% | +11.6% |
| 1Y | +22.3% | -8.4% | +30.7% | +22.6% |
| All | +49.3% | +92.4% | -43.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling