+217.6%
BAC vs WSM
+1,131.4%
-913.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -0.7% | +5.1% | -5.8% | -2.0% |
| 3M | -20.0% | +5.1% | -25.1% | -21.2% |
| 6M | +3.4% | +48.6% | -45.2% | -7.1% |
| YTD | -5.7% | +44.2% | -49.9% | -14.9% |
| 1Y | -1.4% | +38.1% | -39.5% | -10.1% |
| 3Y | +97.9% | +257.2% | -159.3% | +32.9% |
| 5Y | +22.9% | +165.1% | -142.2% | -14.1% |
| All | +217.6% | +1,131.4% | -913.7% | +24.2% |
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