+15,531.3%
BN vs WSM
+38,954.9%
-23,423.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +14.0% | +5.1% | +8.9% | +13.1% |
| 3M | -9.0% | +5.1% | -14.1% | -9.8% |
| 6M | -8.8% | +48.6% | -57.4% | -14.7% |
| YTD | -10.3% | +44.2% | -54.4% | -15.7% |
| 1Y | -5.8% | +38.1% | -43.9% | -10.9% |
| 3Y | +94.8% | +257.2% | -162.4% | +55.7% |
| 5Y | +31.5% | +165.1% | -133.6% | +8.1% |
| 10Y | +291.9% | +1,123.6% | -831.7% | +147.7% |
| All | +15,531.3% | +38,954.9% | -23,423.6% | +6,899.8% |
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 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