+72.3%
BA vs WSM
+1,015.9%
-943.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | +2.6% | -0.1% | +1.7% |
| 30D | -10.1% | -9.5% | -0.6% | -7.3% |
| 3M | -2.4% | +12.9% | -15.3% | -6.2% |
| 6M | -8.8% | +23.0% | -31.9% | -14.8% |
| YTD | -2.9% | +28.9% | -31.9% | -11.0% |
| 1Y | -8.8% | +13.7% | -22.4% | -13.4% |
| 3Y | -0.3% | +232.6% | -232.9% | -38.3% |
| 5Y | -0.3% | +185.9% | -186.2% | -38.3% |
| 10Y | +72.3% | +998.6% | -926.3% | -43.4% |
| All | +72.3% | +1,015.9% | -943.6% | -43.4% |
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