+33.2%
BN vs WSM
+182.5%
-149.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -3.0% | +2.6% | -5.6% | -3.8% |
| 30D | -13.0% | -9.3% | -3.7% | -10.2% |
| 3M | -15.2% | +7.1% | -22.3% | -17.4% |
| 6M | -5.9% | +21.7% | -27.6% | -12.4% |
| YTD | -15.8% | +28.7% | -44.5% | -23.1% |
| 1Y | -12.2% | +13.9% | -26.0% | -16.8% |
| 3Y | +72.2% | +232.2% | -160.0% | +7.6% |
| 5Y | +33.2% | +176.4% | -143.2% | -17.5% |
| All | +33.2% | +182.5% | -149.3% | -17.5% |
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