+256.9%
BN vs WSM
+1,058.9%
-802.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.7% |
| 7D | -5.9% | +0.4% | -6.3% | -6.0% |
| 30D | -15.1% | -10.7% | -4.4% | -12.2% |
| 3M | -14.6% | +8.5% | -23.1% | -16.8% |
| 6M | -8.4% | +19.6% | -28.1% | -13.5% |
| YTD | -16.8% | +26.6% | -43.4% | -22.8% |
| 1Y | -14.4% | +12.0% | -26.3% | -17.9% |
| 3Y | +70.1% | +226.6% | -156.5% | +15.1% |
| 5Y | +33.5% | +174.1% | -140.6% | -8.8% |
| All | +256.9% | +1,058.9% | -802.0% | +56.8% |
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