+209.9%
BKNG vs WAB
+292.7%
-82.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -18.1% | -5.9% | -12.2% | -15.9% |
| 3M | +8.5% | +9.4% | -0.8% | +3.2% |
| 6M | -0.1% | +13.8% | -13.9% | -7.4% |
| YTD | -18.2% | +31.8% | -50.0% | -29.6% |
| 1Y | -19.9% | +48.5% | -68.4% | -35.1% |
| 3Y | +41.6% | +167.0% | -125.3% | -14.8% |
| 5Y | +93.1% | +222.3% | -129.2% | +6.2% |
| All | +209.9% | +292.7% | -82.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling