-46.9%
BBWI vs WSM
+232.0%
-278.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.2% |
| 7D | -4.4% | +2.6% | -7.0% | -5.5% |
| 30D | -7.4% | -9.3% | +1.9% | -3.2% |
| 3M | -2.2% | +7.1% | -9.3% | -5.0% |
| 6M | -16.3% | +21.7% | -38.0% | -23.1% |
| YTD | -9.1% | +28.7% | -37.9% | -18.3% |
| 1Y | -34.5% | +13.9% | -48.4% | -38.3% |
| All | -46.9% | +232.0% | -278.9% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling