+1.3%
BIDU vs WSM
+19.9%
-18.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.6% |
| 7D | +2.4% | -3.3% | +5.7% | +3.1% |
| 30D | -10.5% | -8.4% | -2.1% | -8.9% |
| 3M | -26.2% | +9.7% | -35.9% | -28.4% |
| 6M | -16.4% | +16.7% | -33.1% | -20.3% |
| YTD | -23.9% | +28.7% | -52.6% | -29.5% |
| 1Y | +1.3% | +13.7% | -12.4% | -10.4% |
| All | +1.3% | +19.9% | -18.6% | -10.4% |
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