+0.9%
BB vs WSM
+1,071.8%
-1,070.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -12.5% | -7.7% | -4.8% | -9.7% |
| 3M | -17.4% | +3.8% | -21.2% | -19.0% |
| 6M | +119.1% | +22.7% | +96.5% | +100.7% |
| YTD | +102.4% | +28.0% | +74.4% | +81.4% |
| 1Y | +98.2% | +12.7% | +85.5% | +85.9% |
| 3Y | +46.9% | +231.3% | -184.3% | -18.1% |
| 5Y | -26.4% | +177.2% | -203.6% | -57.8% |
| All | +0.9% | +1,071.8% | -1,070.8% | -63.8% |
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