+330.3%
WM vs BWA
+94.2%
+236.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +3.2% | +4.3% | -1.1% | +2.8% |
| 30D | +13.0% | -13.0% | +26.0% | +14.5% |
| 3M | +9.2% | -24.8% | +34.1% | +12.2% |
| 6M | +13.6% | -23.5% | +37.2% | +16.1% |
| YTD | +12.4% | +13.8% | -1.4% | +8.3% |
| 1Y | +21.2% | +13.4% | +7.8% | +16.7% |
| 3Y | +48.7% | +62.8% | -14.1% | +34.2% |
| 5Y | +61.9% | +28.5% | +33.4% | +48.8% |
| All | +330.3% | +94.2% | +236.1% | +263.7% |
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