+23.4%
BA vs WSM
+1,113.6%
-1,090.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.3% |
| 7D | -0.6% | -3.2% | +2.6% | +0.4% |
| 30D | -8.0% | +4.6% | -12.7% | -9.5% |
| 3M | -25.8% | +2.4% | -28.2% | -26.6% |
| 6M | -27.6% | +43.7% | -71.2% | -35.7% |
| YTD | -21.0% | +42.1% | -63.1% | -29.9% |
| 1Y | -12.3% | +32.3% | -44.5% | -20.6% |
| 3Y | -12.8% | +253.0% | -265.8% | -46.8% |
| 5Y | -22.4% | +161.3% | -183.6% | -50.0% |
| All | +23.4% | +1,113.6% | -1,090.2% | -60.6% |
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