+875.2%
BAX vs WSM
+38,955.0%
-38,079.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +4.1% | +5.1% | -1.0% | +3.5% |
| 3M | -4.5% | +5.1% | -9.7% | -5.1% |
| 6M | +49.2% | +48.6% | +0.6% | +43.5% |
| YTD | +35.2% | +44.2% | -8.9% | +30.5% |
| 1Y | +38.3% | +38.1% | +0.2% | +33.9% |
| 3Y | -19.0% | +257.2% | -276.3% | -29.1% |
| 5Y | -64.2% | +165.1% | -229.3% | -68.3% |
| 10Y | -35.7% | +1,123.6% | -1,159.3% | -52.1% |
| All | +875.2% | +38,955.0% | -38,079.8% | +378.0% |
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 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