+31.2%
BIL vs WSM
+2,284.2%
-2,253.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +0.3% | +4.6% | -4.3% | +0.3% |
| 3M | +0.9% | +2.4% | -1.5% | +0.9% |
| 6M | +1.8% | +43.7% | -41.8% | +1.9% |
| YTD | +3.1% | +42.1% | -39.0% | +3.2% |
| 1Y | +3.7% | +32.3% | -28.6% | +3.7% |
| 3Y | +13.8% | +253.0% | -239.2% | +13.9% |
| 5Y | +20.2% | +161.3% | -141.0% | +20.3% |
| 10Y | +26.1% | +1,105.9% | -1,079.7% | +26.3% |
| All | +31.2% | +2,284.2% | -2,253.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling