-50.4%
BIDU vs WSM
+1,071.8%
-1,122.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -12.8% | -7.7% | -5.1% | -11.1% |
| 3M | -21.3% | +3.8% | -25.1% | -22.3% |
| 6M | -27.0% | +22.7% | -49.6% | -31.2% |
| YTD | -30.0% | +28.0% | -58.1% | -34.9% |
| 1Y | -18.3% | +12.7% | -31.0% | -21.7% |
| 3Y | -33.8% | +231.3% | -265.1% | -54.6% |
| 5Y | -44.3% | +177.2% | -221.5% | -61.5% |
| All | -50.4% | +1,071.8% | -1,122.1% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling