+302.9%
WM vs BR
+183.7%
+119.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | -0.9% | -5.9% | +5.0% | +1.3% |
| 30D | -4.3% | +1.9% | -6.2% | -5.2% |
| 3M | +0.8% | +14.7% | -13.9% | -4.7% |
| 6M | -10.8% | -12.8% | +2.0% | -6.8% |
| YTD | -0.1% | -23.0% | +23.0% | +9.2% |
| 1Y | +1.0% | -31.7% | +32.7% | +15.6% |
| 3Y | +45.1% | -4.8% | +49.9% | +43.6% |
| 5Y | +52.1% | +7.8% | +44.3% | +40.3% |
| 10Y | +302.9% | +184.1% | +118.9% | +164.1% |
| All | +302.9% | +183.7% | +119.2% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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