+1,092.5%
BBWI vs WSM
+38,954.9%
-37,862.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +12.9% | +5.1% | +7.8% | +11.3% |
| 3M | +16.0% | +5.1% | +10.9% | +14.6% |
| 6M | +16.6% | +48.6% | -32.0% | +3.4% |
| YTD | +9.7% | +44.2% | -34.4% | -1.6% |
| 1Y | +1.5% | +38.1% | -36.6% | -7.7% |
| 3Y | -21.4% | +257.2% | -278.6% | -48.2% |
| 5Y | -67.6% | +165.1% | -232.7% | -77.0% |
| 10Y | -46.8% | +1,123.6% | -1,170.4% | -76.6% |
| All | +1,092.5% | +38,954.9% | -37,862.4% | +141.5% |
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