+1,376.8%
BAC vs WSM
+34,755.7%
-33,378.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | +1.1% | -3.3% | +4.4% | +1.9% |
| 30D | -0.4% | -8.4% | +8.0% | +1.8% |
| 3M | +16.9% | +9.7% | +7.3% | +13.8% |
| 6M | +26.6% | +16.7% | +9.9% | +21.0% |
| YTD | +15.8% | +28.7% | -12.9% | +7.7% |
| 1Y | +27.2% | +13.7% | +13.5% | +21.6% |
| 3Y | +132.4% | +230.1% | -97.7% | +59.6% |
| 5Y | +72.6% | +179.0% | -106.4% | +18.8% |
| 10Y | +389.7% | +1,002.5% | -612.8% | +114.1% |
| All | +1,376.8% | +34,755.7% | -33,378.9% | +193.9% |
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 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