+113.1%
BHP vs WSM
+171.2%
-58.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.7% | -5.0% |
| 7D | -3.7% | +0.4% | -4.2% | -3.8% |
| 30D | -0.8% | -10.7% | +9.9% | +1.4% |
| 3M | +7.6% | +8.5% | -0.9% | +5.7% |
| 6M | +20.8% | +19.6% | +1.2% | +16.3% |
| YTD | +50.8% | +26.6% | +24.2% | +43.4% |
| 1Y | +70.9% | +12.0% | +59.0% | +65.9% |
| 3Y | +78.0% | +226.6% | -148.6% | +37.8% |
| 5Y | +113.1% | +174.1% | -61.0% | +58.8% |
| All | +113.1% | +171.2% | -58.1% | +58.8% |
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