+3,170.5%
WM vs BWA
+3,492.4%
-321.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -0.3% | +5.7% | -6.0% | -1.4% |
| 30D | -2.4% | +1.4% | -3.8% | -2.8% |
| 3M | +0.4% | -12.1% | +12.5% | +2.3% |
| 6M | -9.5% | +28.6% | -38.0% | -15.0% |
| YTD | +0.5% | +51.1% | -50.6% | -9.3% |
| 1Y | -1.1% | +55.9% | -57.0% | -11.5% |
| 3Y | +46.0% | +70.1% | -24.1% | +25.4% |
| 5Y | +51.8% | +90.7% | -38.9% | +24.2% |
| 10Y | +307.5% | +154.0% | +153.5% | +193.6% |
| All | +3,170.5% | +3,492.4% | -321.9% | +1,089.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling