+177.0%
BKNG vs WM
+331.3%
-154.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -4.5% | +1.2% | -5.6% | -5.0% |
| 30D | +2.3% | +15.2% | -12.9% | -4.4% |
| 3M | -23.9% | +8.3% | -32.2% | -26.8% |
| 6M | +0.9% | +13.1% | -12.2% | -5.3% |
| YTD | -24.2% | +12.5% | -36.7% | -29.1% |
| 1Y | -21.4% | +21.8% | -43.2% | -29.6% |
| 3Y | +34.2% | +48.8% | -14.6% | +5.8% |
| 5Y | +68.3% | +62.1% | +6.2% | +24.4% |
| All | +177.0% | +331.3% | -154.2% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling