+71.2%
BKR vs WSM
+230.1%
-158.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -8.1% | -7.7% | -0.4% | -6.8% |
| 3M | -6.6% | +3.8% | -10.4% | -7.4% |
| 6M | +0.9% | +22.7% | -21.8% | -3.4% |
| YTD | +31.1% | +28.0% | +3.1% | +24.3% |
| 1Y | +27.7% | +12.7% | +15.0% | +23.7% |
| 3Y | +71.2% | +231.3% | -160.1% | +42.9% |
| All | +71.2% | +230.1% | -158.9% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling