+668.0%
BE vs WSM
+918.0%
-250.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.8% |
| 7D | +10.8% | 0.0% | +10.8% | +10.9% |
| 30D | -19.8% | +5.1% | -24.9% | -22.3% |
| 3M | -18.7% | +5.1% | -23.8% | -21.5% |
| 6M | -33.7% | +48.6% | -82.3% | -47.8% |
| YTD | +121.0% | +44.2% | +76.8% | +75.7% |
| 1Y | +85.4% | +38.1% | +47.3% | +50.1% |
| 3Y | +1,709.5% | +257.2% | +1,452.3% | +620.6% |
| 5Y | +462.2% | +165.1% | +297.1% | +157.1% |
| All | +668.0% | +918.0% | -250.0% | -7.8% |
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 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