-5.6%
BR vs WSM
+226.4%
-232.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -0.9% | -10.7% | +9.9% | +0.2% |
| 3M | +16.4% | +8.5% | +7.9% | +15.5% |
| 6M | -8.2% | +19.6% | -27.8% | -9.7% |
| YTD | -23.2% | +26.6% | -49.8% | -25.1% |
| 1Y | -30.9% | +12.0% | -42.9% | -31.9% |
| All | -5.6% | +226.4% | -232.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling