+367.4%
WSM vs BAM
+81.2%
+286.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -2.7% | +2.7% | +1.4% |
| 30D | +5.1% | +15.5% | -10.4% | -2.2% |
| 3M | +5.1% | -6.9% | +12.0% | +8.8% |
| 6M | +48.6% | +9.9% | +38.7% | +40.6% |
| YTD | +44.2% | +1.4% | +42.8% | +41.6% |
| 1Y | +38.1% | +3.3% | +34.8% | +34.1% |
| 3Y | +257.2% | +83.6% | +173.6% | +167.6% |
| All | +367.4% | +81.2% | +286.1% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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