-22.1%
BA vs WSM
+168.7%
-190.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | -7.9% | +6.0% | -13.9% | -9.4% |
| 3M | -25.3% | +3.2% | -28.5% | -26.1% |
| 6M | -24.6% | +37.1% | -61.7% | -30.8% |
| YTD | -20.1% | +44.2% | -64.3% | -27.9% |
| 1Y | -11.8% | +34.2% | -46.0% | -19.1% |
| 3Y | -10.1% | +249.3% | -259.4% | -40.8% |
| All | -22.1% | +168.7% | -190.8% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling