-27.3%
BX vs WSM
+12.7%
-40.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -5.6% | -0.5% | -5.1% | -5.4% |
| 30D | -12.2% | -7.7% | -4.5% | -8.9% |
| 3M | +7.4% | +3.8% | +3.6% | +5.2% |
| 6M | +22.2% | +22.7% | -0.5% | +10.2% |
| YTD | -14.0% | +28.0% | -42.0% | -22.9% |
| 1Y | -27.3% | +12.7% | -40.0% | -34.0% |
| All | -27.3% | +12.7% | -40.0% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling