+23.3%
BA vs WSM
+1,131.4%
-1,108.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -7.1% | +5.1% | -12.2% | -8.7% |
| 3M | -25.5% | +5.1% | -30.6% | -26.9% |
| 6M | -28.7% | +48.6% | -77.3% | -37.3% |
| YTD | -21.0% | +44.2% | -65.2% | -30.3% |
| 1Y | -11.9% | +38.1% | -50.0% | -21.3% |
| 3Y | -16.2% | +257.2% | -273.4% | -49.1% |
| 5Y | -22.4% | +165.1% | -187.5% | -50.2% |
| All | +23.3% | +1,131.4% | -1,108.0% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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