+5,143.0%
BDX vs WSM
+34,818.5%
-29,675.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -4.3% | +2.6% | -6.9% | -4.5% |
| 30D | +1.3% | -9.5% | +10.8% | +2.1% |
| 3M | +20.2% | +12.9% | +7.4% | +18.9% |
| 6M | +8.6% | +23.0% | -14.4% | +6.5% |
| YTD | +19.0% | +28.9% | -9.9% | +16.1% |
| 1Y | +21.2% | +13.7% | +7.5% | +19.5% |
| 3Y | -9.7% | +232.6% | -242.3% | -20.2% |
| 5Y | -3.4% | +185.9% | -189.3% | -14.9% |
| 10Y | +53.9% | +998.6% | -944.7% | +16.4% |
| All | +5,143.0% | +34,818.5% | -29,675.6% | +2,666.9% |
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