+18.4%
BROS vs WSM
+173.2%
-154.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.6% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -12.4% | -10.7% | -1.7% | -7.4% |
| 3M | -27.9% | +8.5% | -36.4% | -30.9% |
| 6M | -16.8% | +19.6% | -36.4% | -24.2% |
| YTD | -29.0% | +26.6% | -55.6% | -37.1% |
| 1Y | -33.2% | +12.0% | -45.2% | -37.3% |
| 3Y | +56.8% | +226.6% | -169.9% | -24.3% |
| All | +18.4% | +173.2% | -154.8% | -41.4% |
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