+1.0%
BAX vs WSM
+12.3%
-11.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | -5.4% | +0.4% | -5.9% | -5.6% |
| 30D | -12.4% | -10.7% | -1.7% | -7.4% |
| 3M | +19.1% | +8.5% | +10.6% | +15.2% |
| 6M | +38.6% | +19.6% | +19.0% | +27.8% |
| YTD | +26.7% | +26.6% | +0.1% | +15.8% |
| 1Y | +1.0% | +12.0% | -10.9% | -7.0% |
| All | +1.0% | +12.3% | -11.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling