+91.7%
BKNG vs WAB
+218.4%
-126.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.6% |
| 3M | +8.5% | +9.4% | -0.8% | +2.2% |
| 6M | -0.1% | +13.8% | -13.9% | -8.9% |
| YTD | -18.2% | +31.8% | -50.0% | -32.2% |
| 1Y | -19.9% | +48.5% | -68.4% | -38.6% |
| 3Y | +41.6% | +167.0% | -125.3% | -30.3% |
| All | +91.7% | +218.4% | -126.7% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling