+20.4%
WM vs BR
-10.5%
+30.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.2% | +5.0% | -3.9% | 0.0% |
| 30D | +13.7% | +16.6% | -3.0% | +10.0% |
| 3M | +5.2% | +12.0% | -6.7% | +2.5% |
| 6M | +11.2% | +30.7% | -19.6% | +4.6% |
| YTD | +9.4% | -11.9% | +21.4% | +15.4% |
| 1Y | +20.4% | -11.6% | +31.9% | +25.8% |
| All | +20.4% | -10.5% | +30.9% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling