+8.1%
BAH vs WSM
+184.0%
-175.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | +18.0% | +10.1% | +8.0% | +16.6% |
| 3M | +11.4% | +4.9% | +6.5% | +10.6% |
| 6M | +17.7% | +49.8% | -32.1% | +11.8% |
| YTD | +5.4% | +48.7% | -43.4% | +0.1% |
| 1Y | +2.8% | +38.7% | -36.0% | -1.6% |
| 3Y | -26.7% | +269.5% | -296.2% | -37.5% |
| 5Y | +8.1% | +179.0% | -170.9% | -10.1% |
| All | +8.1% | +184.0% | -175.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling