-39.3%
BAX vs WSM
+1,071.8%
-1,111.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -7.9% | -0.5% | -7.3% | -7.8% |
| 30D | -11.7% | -7.7% | -3.9% | -10.6% |
| 3M | +16.2% | +3.8% | +12.4% | +15.7% |
| 6M | +32.0% | +22.7% | +9.3% | +28.3% |
| YTD | +24.7% | +28.0% | -3.3% | +20.5% |
| 1Y | -2.6% | +12.7% | -15.4% | -4.5% |
| 3Y | -35.0% | +231.3% | -266.2% | -44.8% |
| 5Y | -67.6% | +177.2% | -244.7% | -72.5% |
| All | -39.3% | +1,071.8% | -1,111.1% | -56.0% |
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