+1,075.2%
BBWI vs WSM
+38,390.7%
-37,315.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -1.5% |
| 7D | -4.5% | -3.2% | -1.3% | -3.5% |
| 30D | +17.1% | +4.6% | +12.5% | +15.7% |
| 3M | +17.5% | +2.4% | +15.0% | +16.9% |
| 6M | +12.8% | +43.7% | -30.8% | +1.1% |
| YTD | +8.2% | +42.1% | -33.9% | -2.6% |
| 1Y | -1.8% | +32.3% | -34.1% | -9.5% |
| 3Y | -25.8% | +253.0% | -278.8% | -50.9% |
| 5Y | -68.0% | +161.3% | -229.3% | -77.2% |
| 10Y | -47.6% | +1,105.9% | -1,153.5% | -76.8% |
| All | +1,075.2% | +38,390.7% | -37,315.5% | +139.1% |
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