+39.8%
BKNG vs WBD
+147.2%
-107.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -10.7% | -0.6% | -10.1% | -10.6% |
| 30D | -18.1% | +4.2% | -22.3% | -18.6% |
| 3M | +8.5% | +7.5% | +1.0% | +7.3% |
| 6M | -0.1% | +1.6% | -1.6% | -0.3% |
| YTD | -18.2% | -2.2% | -16.1% | -18.0% |
| 1Y | -19.9% | +124.9% | -144.7% | -30.0% |
| All | +39.8% | +147.2% | -107.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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