+82.8%
BWA vs WSM
+172.3%
-89.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -5.5% | -10.7% | +5.2% | -2.3% |
| 3M | -7.6% | +8.5% | -16.1% | -10.1% |
| 6M | +25.0% | +19.6% | +5.3% | +17.9% |
| YTD | +47.0% | +26.6% | +20.4% | +35.7% |
| 1Y | +54.0% | +12.0% | +42.0% | +47.1% |
| 3Y | +70.7% | +226.6% | -156.0% | +14.4% |
| All | +82.8% | +172.3% | -89.5% | +19.9% |
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