+15,251.3%
BN vs WSM
+34,755.7%
-19,504.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -2.5% | -3.3% | +0.8% | -1.9% |
| 30D | -9.5% | -8.4% | -1.1% | -8.2% |
| 3M | -10.4% | +9.7% | -20.0% | -11.8% |
| 6M | -6.4% | +16.7% | -23.0% | -8.9% |
| YTD | -11.9% | +28.7% | -40.5% | -15.6% |
| 1Y | -8.6% | +13.7% | -22.3% | -10.8% |
| 3Y | +77.6% | +230.1% | -152.5% | +43.7% |
| 5Y | +37.0% | +179.0% | -141.9% | +12.0% |
| 10Y | +266.4% | +1,002.5% | -736.1% | +135.5% |
| All | +15,251.3% | +34,755.7% | -19,504.3% | +6,905.1% |
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