+136.4%
BAC vs WSM
+232.0%
-95.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.6% | +2.6% | -2.0% | +0.1% |
| 30D | -1.4% | -9.3% | +7.9% | +0.4% |
| 3M | +15.7% | +7.1% | +8.7% | +14.0% |
| 6M | +32.2% | +21.7% | +10.5% | +26.8% |
| YTD | +15.8% | +28.7% | -13.0% | +10.0% |
| 1Y | +27.3% | +13.9% | +13.4% | +23.3% |
| All | +136.4% | +232.0% | -95.5% | +85.3% |
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