-20.2%
BKNG vs WAB
+48.1%
-68.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -18.1% | -5.9% | -12.2% | -17.9% |
| 3M | +8.5% | +9.4% | -0.8% | +7.0% |
| 6M | -0.1% | +13.8% | -13.9% | -2.6% |
| YTD | -18.2% | +31.8% | -50.0% | -24.0% |
| All | -20.2% | +48.1% | -68.3% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling