+26.6%
BA vs WSM
+1,226.6%
-1,200.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +3.1% | -3.1% | -1.0% |
| 30D | -8.9% | +8.5% | -17.4% | -11.4% |
| 3M | -25.5% | +4.6% | -30.1% | -26.8% |
| 6M | -27.0% | +44.5% | -71.5% | -35.2% |
| YTD | -20.1% | +48.4% | -68.6% | -30.1% |
| 1Y | -11.0% | +36.2% | -47.2% | -20.2% |
| 3Y | -11.8% | +268.8% | -280.6% | -47.0% |
| 5Y | -20.6% | +185.2% | -205.9% | -50.4% |
| 10Y | +26.6% | +1,175.8% | -1,149.2% | -60.4% |
| All | +26.6% | +1,226.6% | -1,200.0% | -60.4% |
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