+195.2%
BAH vs WSM
+1,131.4%
-936.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +20.8% | +5.1% | +15.7% | +19.9% |
| 3M | +11.6% | +5.1% | +6.5% | +10.7% |
| 6M | +23.1% | +48.6% | -25.5% | +16.6% |
| YTD | +5.3% | +44.2% | -38.9% | -0.1% |
| 1Y | +6.1% | +38.1% | -31.9% | +1.3% |
| 3Y | -27.5% | +257.2% | -284.7% | -39.9% |
| 5Y | +6.2% | +165.1% | -158.9% | -10.6% |
| All | +195.2% | +1,131.4% | -936.2% | +92.8% |
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