+1.5%
BBWI vs WSM
+34.6%
-33.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +12.9% | +5.1% | +7.8% | +8.6% |
| 3M | +16.0% | +5.1% | +10.9% | +11.6% |
| 6M | +16.6% | +48.6% | -32.0% | -13.6% |
| YTD | +9.7% | +44.2% | -34.4% | -16.5% |
| 1Y | +1.5% | +38.1% | -36.6% | -20.5% |
| All | +1.5% | +34.6% | -33.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling