+957.3%
WM vs BR
+1,321.0%
-363.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | 0.0% |
| 7D | -0.3% | -5.3% | +5.0% | +1.7% |
| 30D | -2.4% | +6.4% | -8.8% | -4.7% |
| 3M | +0.4% | +13.6% | -13.2% | -4.6% |
| 6M | -9.5% | -6.7% | -2.8% | -8.0% |
| YTD | +0.5% | -21.1% | +21.6% | +8.3% |
| 1Y | -1.1% | -29.6% | +28.5% | +11.2% |
| 3Y | +46.0% | -2.4% | +48.4% | +43.5% |
| 5Y | +51.8% | +11.2% | +40.6% | +39.6% |
| 10Y | +307.5% | +191.8% | +115.7% | +155.1% |
| All | +957.3% | +1,321.0% | -363.6% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling