+179.3%
WSM vs BG
+81.8%
+97.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.5% |
| 7D | -0.5% | +3.1% | -3.6% | -1.2% |
| 30D | -7.7% | +10.2% | -17.9% | -9.8% |
| 3M | +3.8% | -1.7% | +5.4% | +3.8% |
| 6M | +22.7% | +1.0% | +21.7% | +21.3% |
| YTD | +28.0% | +39.9% | -11.9% | +15.9% |
| 1Y | +12.7% | +53.2% | -40.5% | -0.7% |
| 3Y | +231.3% | +16.3% | +215.0% | +208.3% |
| All | +179.3% | +81.8% | +97.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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