+29,154.7%
WM vs BN
+15,832.7%
+13,322.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.0% |
| 7D | +4.5% | +5.7% | -1.2% | +2.9% |
| 30D | +16.1% | +12.0% | +4.1% | +12.6% |
| 3M | +8.0% | -6.1% | +14.1% | +9.5% |
| 6M | +8.4% | -8.6% | +17.0% | +10.4% |
| YTD | +11.2% | -8.5% | +19.7% | +12.4% |
| 1Y | +22.3% | -8.4% | +30.7% | +23.5% |
| 3Y | +50.2% | +92.3% | -42.0% | +21.1% |
| 5Y | +63.3% | +31.3% | +31.9% | +42.4% |
| 10Y | +355.0% | +280.5% | +74.5% | +188.6% |
| All | +29,154.7% | +15,832.7% | +13,322.0% | +12,802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling