+317.3%
WSM vs BAM
+67.8%
+249.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +1.1% |
| 7D | +2.6% | -3.9% | +6.5% | +4.6% |
| 30D | -9.3% | -8.8% | -0.5% | -5.2% |
| 3M | +7.1% | +2.2% | +4.9% | +5.3% |
| 6M | +21.7% | +5.9% | +15.8% | +17.1% |
| YTD | +28.7% | -6.1% | +34.8% | +31.4% |
| 1Y | +13.9% | -11.6% | +25.5% | +19.4% |
| 3Y | +232.2% | +51.7% | +180.5% | +167.7% |
| All | +317.3% | +67.8% | +249.5% | +221.2% |
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