-16.2%
BA vs WSM
+260.3%
-276.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -7.1% | +5.1% | -12.2% | -8.2% |
| 3M | -25.5% | +5.1% | -30.6% | -26.4% |
| 6M | -28.7% | +48.6% | -77.3% | -34.3% |
| YTD | -21.0% | +44.2% | -65.2% | -27.0% |
| 1Y | -11.9% | +38.1% | -50.0% | -18.0% |
| 3Y | -16.2% | +257.2% | -273.4% | -26.1% |
| All | -16.2% | +260.3% | -276.4% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling