+883.7%
BAH vs WSM
+1,815.4%
-931.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -3.2% | -3.3% | 0.0% | -2.8% |
| 30D | +2.0% | -8.4% | +10.4% | +3.3% |
| 3M | -7.6% | +9.7% | -17.3% | -9.0% |
| 6M | -5.7% | +16.7% | -22.4% | -8.2% |
| YTD | -11.7% | +28.7% | -40.4% | -15.3% |
| 1Y | -27.4% | +13.7% | -41.0% | -29.2% |
| 3Y | -32.5% | +230.1% | -262.6% | -45.5% |
| 5Y | -3.3% | +179.0% | -182.3% | -22.2% |
| 10Y | +186.0% | +1,002.5% | -816.5% | +68.0% |
| All | +883.7% | +1,815.4% | -931.7% | +392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling