+300.1%
BB vs WSM
+4,176.1%
-3,876.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | -5.6% | -3.3% | -2.4% | -4.6% |
| 30D | -11.8% | -8.4% | -3.4% | -9.3% |
| 3M | -25.5% | +9.7% | -35.2% | -28.0% |
| 6M | +121.3% | +16.7% | +104.6% | +109.6% |
| YTD | +103.2% | +28.7% | +74.5% | +86.0% |
| 1Y | +102.6% | +13.7% | +89.0% | +92.2% |
| 3Y | +37.5% | +230.1% | -192.6% | -12.0% |
| 5Y | -30.4% | +179.0% | -209.4% | -54.2% |
| 10Y | 0.0% | +1,002.5% | -1,002.5% | -58.4% |
| All | +300.1% | +4,176.1% | -3,876.0% | -28.5% |
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