-44.0%
BIDU vs WSM
+175.3%
-219.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -21.3% | +3.8% | -25.1% | -22.5% |
| 6M | -27.0% | +22.7% | -49.6% | -32.0% |
| YTD | -30.0% | +28.0% | -58.1% | -35.8% |
| 1Y | -18.3% | +12.7% | -31.0% | -22.5% |
| 3Y | -33.8% | +231.3% | -265.1% | -60.7% |
| All | -44.0% | +175.3% | -219.3% | -67.4% |
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 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