-2.7%
BND vs WSM
+175.3%
-178.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -1.1% | -7.7% | +6.6% | -0.9% |
| 3M | -1.9% | +3.8% | -5.6% | -2.0% |
| 6M | -1.6% | +22.7% | -24.3% | -2.1% |
| YTD | -1.2% | +28.0% | -29.2% | -1.9% |
| 1Y | -0.7% | +12.7% | -13.5% | -1.1% |
| 3Y | +12.5% | +231.3% | -218.8% | +8.4% |
| All | -2.7% | +175.3% | -178.0% | -6.9% |
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