+187.0%
BR vs WSM
+1,071.8%
-884.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -3.0% | -0.5% | -2.4% | -2.9% |
| 30D | -0.3% | -7.7% | +7.4% | +0.9% |
| 3M | +17.3% | +3.8% | +13.5% | +16.5% |
| 6M | -6.7% | +22.7% | -29.4% | -9.9% |
| YTD | -23.4% | +28.0% | -51.5% | -26.8% |
| 1Y | -32.7% | +12.7% | -45.4% | -34.4% |
| 3Y | -5.9% | +231.3% | -237.2% | -26.5% |
| 5Y | +8.4% | +177.2% | -168.7% | -15.3% |
| All | +187.0% | +1,071.8% | -884.7% | +82.2% |
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