+70,808.4%
BBY vs WSM
+34,191.7%
+36,616.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +0.7% | +0.4% | +0.2% | +0.5% |
| 30D | +5.8% | -10.7% | +16.5% | +10.0% |
| 3M | +18.0% | +8.5% | +9.5% | +14.5% |
| 6M | +39.8% | +19.6% | +20.2% | +30.7% |
| YTD | +35.4% | +26.6% | +8.8% | +23.7% |
| 1Y | +21.4% | +12.0% | +9.4% | +15.7% |
| 3Y | +39.5% | +226.6% | -187.1% | -12.5% |
| 5Y | -0.5% | +174.1% | -174.6% | -35.2% |
| 10Y | +240.0% | +1,052.9% | -812.9% | +28.2% |
| All | +70,808.4% | +34,191.7% | +36,616.7% | +8,595.9% |
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