+950.6%
BX vs WSM
+2,143.9%
-1,193.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.0% | +2.6% | -4.5% | -3.0% |
| 30D | -2.3% | -9.5% | +7.2% | +1.7% |
| 3M | +18.5% | +12.9% | +5.6% | +12.6% |
| 6M | +23.7% | +23.0% | +0.7% | +13.3% |
| YTD | -10.4% | +28.9% | -39.3% | -19.5% |
| 1Y | -19.6% | +13.7% | -33.2% | -24.4% |
| 3Y | +30.8% | +232.6% | -201.8% | -25.4% |
| 5Y | +24.3% | +185.9% | -161.5% | -27.0% |
| 10Y | +679.5% | +998.6% | -319.1% | +123.6% |
| All | +950.6% | +2,143.9% | -1,193.3% | +44.6% |
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