+303.8%
BKNG vs W
+177.7%
+126.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.8% |
| 7D | -7.9% | +6.5% | -14.4% | -8.6% |
| 30D | -15.9% | -6.2% | -9.7% | -15.3% |
| 3M | +11.1% | +48.9% | -37.8% | +4.6% |
| 6M | -0.7% | +31.2% | -31.9% | -5.4% |
| YTD | -15.4% | -0.4% | -15.0% | -16.8% |
| 1Y | -18.5% | +14.8% | -33.4% | -22.0% |
| 3Y | +46.5% | +40.5% | +5.9% | +29.3% |
| 5Y | +98.8% | -62.1% | +160.9% | +83.9% |
| 10Y | +218.4% | +141.5% | +76.8% | +104.8% |
| All | +303.8% | +177.7% | +126.1% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling