-13.6%
BKNG vs WM
+21.9%
-35.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.2% | +9.4% |
| 7D | +15.6% | +5.9% | +9.6% | +14.2% |
| 30D | +8.0% | +15.4% | -7.4% | +5.3% |
| 3M | -11.8% | +6.3% | -18.1% | -13.0% |
| 6M | +3.8% | +5.6% | -1.8% | +2.2% |
| YTD | -19.6% | +9.9% | -29.5% | -20.2% |
| 1Y | -13.6% | +20.8% | -34.4% | -11.4% |
| All | -13.6% | +21.9% | -35.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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