+1,470.1%
BA vs WSM
+38,956.5%
-37,486.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +1.1% | +0.5% | +0.5% | +1.0% |
| 30D | -7.9% | +6.0% | -13.9% | -9.0% |
| 3M | -25.3% | +3.2% | -28.5% | -25.9% |
| 6M | -24.6% | +37.1% | -61.7% | -29.2% |
| YTD | -20.1% | +44.2% | -64.3% | -25.8% |
| 1Y | -11.8% | +34.2% | -46.0% | -17.1% |
| 3Y | -10.1% | +249.3% | -259.4% | -31.6% |
| 5Y | -22.7% | +169.3% | -192.0% | -39.8% |
| 10Y | +35.1% | +1,241.2% | -1,206.1% | -23.8% |
| All | +1,470.1% | +38,956.5% | -37,486.3% | +405.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling