+3,742.0%
WSM vs BG
+1,181.2%
+2,560.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -9.3% | +10.3% | -19.6% | -12.3% |
| 3M | +7.1% | -1.9% | +9.0% | +6.8% |
| 6M | +21.7% | +5.2% | +16.5% | +18.0% |
| YTD | +28.7% | +41.2% | -12.4% | +13.1% |
| 1Y | +13.9% | +50.5% | -36.7% | -2.7% |
| 3Y | +232.2% | +19.9% | +212.3% | +200.0% |
| 5Y | +176.4% | +86.7% | +89.7% | +109.8% |
| 10Y | +1,072.4% | +167.5% | +904.9% | +644.1% |
| All | +3,742.0% | +1,181.2% | +2,560.8% | +1,324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling