+149.5%
BRKR vs WSM
+1,071.8%
-922.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.6% |
| 7D | -8.7% | -0.5% | -8.1% | -8.5% |
| 30D | -9.9% | -7.7% | -2.1% | -7.9% |
| 3M | -3.1% | +3.8% | -6.9% | -4.6% |
| 6M | +45.5% | +22.7% | +22.8% | +36.9% |
| YTD | +13.7% | +28.0% | -14.3% | +5.5% |
| 1Y | +67.4% | +12.7% | +54.7% | +60.6% |
| 3Y | -13.2% | +231.3% | -244.5% | -38.2% |
| 5Y | -39.5% | +177.2% | -216.7% | -56.7% |
| All | +149.5% | +1,071.8% | -922.3% | +18.1% |
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 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