+1,218.2%
BE vs WSM
+171.2%
+1,047.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.2% |
| 7D | +9.7% | +0.4% | +9.3% | +9.6% |
| 30D | +22.4% | -10.7% | +33.1% | +29.2% |
| 3M | +10.4% | +8.5% | +1.9% | +5.0% |
| 6M | +67.9% | +19.6% | +48.2% | +51.6% |
| YTD | +197.5% | +26.6% | +170.9% | +161.6% |
| 1Y | +310.6% | +12.0% | +298.6% | +281.4% |
| 3Y | +1,657.2% | +226.6% | +1,430.6% | +694.9% |
| 5Y | +1,218.2% | +174.1% | +1,044.0% | +473.8% |
| All | +1,218.2% | +171.2% | +1,047.0% | +473.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling