-4.7%
BN vs WSM
+44.0%
-48.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.4% | +3.2% |
| 7D | +12.0% | +8.0% | +4.0% | +8.3% |
| 30D | +17.0% | +13.5% | +3.5% | +10.9% |
| 3M | -3.2% | +8.8% | -12.1% | -6.8% |
| 6M | -3.9% | +54.7% | -58.6% | -21.5% |
| YTD | -5.6% | +53.3% | -58.9% | -22.2% |
| 1Y | -4.7% | +41.1% | -45.9% | -19.3% |
| All | -4.7% | +44.0% | -48.7% | -19.3% |
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 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