-31.5%
BAH vs WSM
+239.4%
-270.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -4.3% | +2.6% | -6.9% | -4.7% |
| 30D | -4.5% | -9.5% | +5.1% | -3.1% |
| 3M | -7.6% | +12.9% | -20.5% | -9.2% |
| 6M | -10.6% | +23.0% | -33.7% | -13.3% |
| YTD | -12.6% | +28.9% | -41.5% | -15.7% |
| 1Y | -27.0% | +13.7% | -40.7% | -28.6% |
| 3Y | -31.5% | +232.6% | -264.1% | -40.4% |
| All | -31.5% | +239.4% | -270.9% | -40.4% |
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