+367.4%
WSM vs BAM
+86.2%
+281.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +0.5% | +9.7% | -9.2% | -4.1% |
| 30D | +6.0% | +19.0% | -13.0% | -3.0% |
| 3M | +3.2% | +0.6% | +2.7% | +2.6% |
| 6M | +37.1% | +11.1% | +26.0% | +29.0% |
| YTD | +44.2% | +4.2% | +40.0% | +39.6% |
| 1Y | +34.2% | +3.3% | +30.9% | +30.2% |
| 3Y | +249.3% | +88.8% | +160.5% | +157.9% |
| All | +367.4% | +86.2% | +281.1% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling