+26,336.4%
WM vs BN
+15,251.3%
+11,085.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.3% |
| 30D | -2.4% | -9.5% | +7.1% | +0.1% |
| 3M | +0.4% | -10.4% | +10.8% | +3.1% |
| 6M | -9.5% | -6.4% | -3.1% | -8.6% |
| YTD | +0.5% | -11.9% | +12.4% | +2.7% |
| 1Y | -1.1% | -8.6% | +7.5% | -0.2% |
| 3Y | +46.0% | +77.6% | -31.5% | +20.0% |
| 5Y | +51.8% | +37.0% | +14.8% | +30.8% |
| 10Y | +307.5% | +266.4% | +41.1% | +161.3% |
| All | +26,336.4% | +15,251.3% | +11,085.0% | +11,688.0% |
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