+911.5%
BE vs WSM
+808.5%
+102.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.2% |
| 7D | +20.0% | -3.3% | +23.2% | +22.3% |
| 30D | +7.9% | -8.4% | +16.3% | +13.1% |
| 3M | -13.2% | +9.7% | -22.9% | -18.4% |
| 6M | +53.5% | +16.7% | +36.8% | +38.9% |
| YTD | +191.0% | +28.7% | +162.3% | +148.3% |
| 1Y | +360.5% | +13.7% | +346.9% | +318.9% |
| 3Y | +1,568.0% | +230.1% | +1,337.9% | +591.5% |
| 5Y | +1,055.2% | +179.0% | +876.2% | +401.5% |
| All | +911.5% | +808.5% | +102.9% | +30.2% |
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