-3.2%
BAH vs WSM
+182.5%
-185.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -1.3% | +2.6% | -3.9% | -1.6% |
| 30D | -6.6% | -9.3% | +2.7% | -5.5% |
| 3M | -7.2% | +7.1% | -14.2% | -8.0% |
| 6M | -10.0% | +21.7% | -31.7% | -12.3% |
| YTD | -12.5% | +28.7% | -41.2% | -15.2% |
| 1Y | -27.9% | +13.9% | -41.8% | -29.3% |
| 3Y | -31.4% | +232.2% | -263.6% | -40.5% |
| 5Y | -3.2% | +176.4% | -179.6% | -17.7% |
| All | -3.2% | +182.5% | -185.7% | -17.7% |
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