+987.7%
BBWI vs WSM
+34,755.7%
-33,768.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +2.2% |
| 7D | +1.5% | -3.3% | +4.8% | +2.6% |
| 30D | -5.2% | -8.4% | +3.2% | -2.5% |
| 3M | +11.1% | +9.7% | +1.5% | +8.0% |
| 6M | -13.4% | +16.7% | -30.1% | -17.2% |
| YTD | +0.1% | +28.7% | -28.6% | -7.2% |
| 1Y | -36.1% | +13.7% | -49.8% | -38.5% |
| 3Y | -44.1% | +230.1% | -274.2% | -62.5% |
| 5Y | -66.2% | +179.0% | -245.2% | -76.4% |
| 10Y | -54.8% | +1,002.5% | -1,057.3% | -79.5% |
| All | +987.7% | +34,755.7% | -33,768.0% | +127.7% |
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