-58.9%
BBWI vs WSM
+1,058.9%
-1,117.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.6% |
| 7D | -8.0% | +0.4% | -8.5% | -8.2% |
| 30D | -6.6% | -10.7% | +4.1% | -0.9% |
| 3M | -2.7% | +8.5% | -11.2% | -6.6% |
| 6M | -12.8% | +19.6% | -32.4% | -20.5% |
| YTD | -10.5% | +26.6% | -37.1% | -20.7% |
| 1Y | -35.3% | +12.0% | -47.3% | -39.2% |
| 3Y | -47.7% | +226.6% | -274.4% | -74.2% |
| 5Y | -68.9% | +174.1% | -243.0% | -83.9% |
| All | -58.9% | +1,058.9% | -1,117.7% | -92.0% |
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 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