+46.2%
WM vs BR
+13.3%
+32.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +1.2% | +6.5% | -5.3% | -0.5% |
| 30D | +13.1% | +18.9% | -5.8% | +8.1% |
| 3M | +3.6% | +16.3% | -12.7% | -0.5% |
| 6M | +8.1% | +26.2% | -18.1% | +1.1% |
| YTD | +8.9% | -13.1% | +22.0% | +13.2% |
| 1Y | +20.3% | -10.5% | +30.8% | +23.9% |
| 3Y | +46.2% | +13.3% | +32.8% | +41.9% |
| All | +46.2% | +13.3% | +32.9% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling