+39.8%
BKNG vs W
+34.3%
+5.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | -10.7% | +0.5% | -11.1% | -10.7% |
| 30D | -18.1% | -5.6% | -12.5% | -17.5% |
| 3M | +8.5% | +41.9% | -33.4% | +1.6% |
| 6M | -0.1% | +30.2% | -30.3% | -5.7% |
| YTD | -18.2% | -2.9% | -15.3% | -20.0% |
| 1Y | -19.9% | +11.6% | -31.4% | -23.7% |
| All | +39.8% | +34.3% | +5.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling