+326.4%
WM vs BWA
+95.2%
+231.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.5% |
| 7D | +1.2% | -2.4% | +3.6% | +1.4% |
| 30D | +13.7% | -17.7% | +31.4% | +15.8% |
| 3M | +5.2% | -27.0% | +32.2% | +8.4% |
| 6M | +11.2% | -17.3% | +28.5% | +12.4% |
| YTD | +9.4% | +12.9% | -3.4% | +5.5% |
| 1Y | +20.4% | +12.9% | +7.5% | +16.0% |
| 3Y | +44.7% | +62.1% | -17.4% | +30.6% |
| 5Y | +58.5% | +30.7% | +27.8% | +45.2% |
| 10Y | +326.4% | +89.2% | +237.2% | +262.0% |
| All | +326.4% | +95.2% | +231.1% | +262.0% |
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