+20.2%
WM vs BWA
+14.3%
+5.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.4% |
| 7D | +0.8% | +1.7% | -1.0% | +1.0% |
| 30D | +13.8% | -14.6% | +28.4% | +12.1% |
| 3M | +6.4% | -26.2% | +32.6% | +3.6% |
| 6M | +13.2% | -18.4% | +31.6% | +10.8% |
| YTD | +10.8% | +14.7% | -3.9% | +6.9% |
| 1Y | +20.2% | +13.3% | +6.8% | +15.9% |
| All | +20.2% | +14.3% | +5.9% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling