+950.6%
BSX vs WSM
+51,022.6%
-50,072.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -5.9% |
| 7D | -6.4% | +2.6% | -9.0% | -6.8% |
| 30D | -8.8% | -9.5% | +0.7% | -7.3% |
| 3M | -7.6% | +12.9% | -20.5% | -9.6% |
| 6M | -37.0% | +23.0% | -60.0% | -39.3% |
| YTD | -52.8% | +28.9% | -81.7% | -55.1% |
| 1Y | -58.4% | +13.7% | -72.1% | -59.6% |
| 3Y | -16.5% | +232.6% | -249.1% | -34.5% |
| 5Y | -1.2% | +185.9% | -187.0% | -22.9% |
| 10Y | +83.7% | +998.6% | -914.9% | +7.3% |
| All | +950.6% | +51,022.6% | -50,072.0% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling