+202.5%
BAH vs WSM
+1,071.8%
-869.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | -2.5% | -7.7% | +5.3% | -1.4% |
| 3M | -0.9% | +3.8% | -4.7% | -1.5% |
| 6M | +1.5% | +22.7% | -21.2% | -1.5% |
| YTD | -8.0% | +28.0% | -36.0% | -11.2% |
| 1Y | -24.7% | +12.7% | -37.5% | -26.3% |
| 3Y | -28.4% | +231.3% | -259.7% | -40.2% |
| 5Y | +2.8% | +177.2% | -174.4% | -14.3% |
| All | +202.5% | +1,071.8% | -869.2% | +93.2% |
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