+328.7%
WM vs BWA
+101.5%
+227.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -0.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +13.3% | -16.1% | +29.4% | +15.2% |
| 3M | +4.4% | -24.6% | +29.0% | +7.2% |
| 6M | +10.8% | -15.7% | +26.5% | +11.8% |
| YTD | +9.1% | +15.1% | -6.0% | +4.9% |
| 1Y | +19.1% | +15.9% | +3.3% | +14.4% |
| 3Y | +45.7% | +67.1% | -21.4% | +31.0% |
| 5Y | +60.4% | +34.7% | +25.7% | +46.4% |
| 10Y | +328.7% | +99.5% | +229.2% | +263.0% |
| All | +328.7% | +101.5% | +227.3% | +263.0% |
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