-35.7%
BIDU vs WSM
+44.0%
-79.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -2.0% | +2.8% |
| 7D | +1.2% | +8.0% | -6.8% | -0.8% |
| 30D | -7.5% | +13.5% | -21.0% | -10.5% |
| 3M | -28.6% | +8.8% | -37.4% | -30.3% |
| 6M | -36.9% | +54.7% | -91.6% | -44.9% |
| YTD | -38.4% | +53.3% | -91.7% | -47.1% |
| 1Y | -35.7% | +41.1% | -76.8% | -45.0% |
| All | -35.7% | +44.0% | -79.6% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling