+1,093.8%
BAC vs WSM
+40,190.9%
-39,097.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | -7.2% | +10.1% | -17.2% | -9.5% |
| 3M | -20.4% | +4.9% | -25.3% | -21.6% |
| 6M | +1.3% | +49.8% | -48.5% | -9.4% |
| YTD | -6.4% | +48.7% | -55.1% | -16.4% |
| 1Y | -3.5% | +38.7% | -42.2% | -12.3% |
| 3Y | +96.7% | +269.5% | -172.8% | +31.4% |
| 5Y | +20.6% | +179.0% | -158.4% | -16.9% |
| 10Y | +233.0% | +1,162.3% | -929.2% | +40.3% |
| All | +1,093.8% | +40,190.9% | -39,097.1% | +128.3% |
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 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