-10.6%
BA vs WSM
+36.5%
-47.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -0.5% |
| 30D | -7.9% | +10.1% | -18.0% | -10.7% |
| 3M | -25.2% | +4.9% | -30.1% | -26.5% |
| 6M | -26.7% | +49.8% | -76.5% | -34.5% |
| YTD | -19.6% | +48.7% | -68.4% | -28.3% |
| 1Y | -10.6% | +38.7% | -49.3% | -20.5% |
| All | -10.6% | +36.5% | -47.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling