+324.8%
WM vs BWA
+92.6%
+232.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +0.8% | +1.7% | -1.0% | +0.5% |
| 30D | +13.8% | -14.6% | +28.4% | +15.5% |
| 3M | +6.4% | -26.2% | +32.6% | +9.5% |
| 6M | +13.2% | -18.4% | +31.6% | +14.7% |
| YTD | +10.8% | +14.7% | -3.9% | +6.6% |
| 1Y | +20.2% | +13.3% | +6.8% | +15.8% |
| 3Y | +46.5% | +64.7% | -18.2% | +32.0% |
| 5Y | +61.3% | +32.2% | +29.1% | +47.6% |
| 10Y | +324.8% | +96.8% | +228.0% | +258.7% |
| All | +324.8% | +92.6% | +232.2% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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