+875.9%
BAX vs WSM
+34,755.7%
-33,879.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -1.1% | -3.3% | +2.1% | -0.8% |
| 30D | -5.5% | -8.4% | +2.9% | -4.6% |
| 3M | +33.5% | +9.7% | +23.9% | +32.4% |
| 6M | +35.9% | +16.7% | +19.2% | +33.9% |
| YTD | +35.4% | +28.7% | +6.7% | +32.1% |
| 1Y | +9.8% | +13.7% | -3.9% | +8.3% |
| 3Y | -32.7% | +230.1% | -262.8% | -40.7% |
| 5Y | -65.6% | +179.0% | -244.5% | -69.6% |
| 10Y | -34.9% | +1,002.5% | -1,037.4% | -51.0% |
| All | +875.9% | +34,755.7% | -33,879.8% | +384.1% |
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 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