+149.3%
BWA vs WSM
+1,071.8%
-922.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -2.9% | -7.7% | +4.8% | -0.5% |
| 3M | -10.7% | +3.8% | -14.5% | -12.1% |
| 6M | +26.5% | +22.7% | +3.8% | +17.8% |
| YTD | +49.1% | +28.0% | +21.1% | +36.4% |
| 1Y | +52.1% | +12.7% | +39.3% | +44.4% |
| 3Y | +72.6% | +231.3% | -158.7% | +10.0% |
| 5Y | +89.4% | +177.2% | -87.8% | +21.8% |
| All | +149.3% | +1,071.8% | -922.4% | -8.7% |
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