+31.5%
BKNG vs WM
+46.5%
-15.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -6.3% | +0.8% | -7.0% | -6.5% |
| 30D | +1.1% | +13.8% | -12.7% | -2.2% |
| 3M | -24.6% | +6.4% | -30.9% | -25.8% |
| 6M | +2.0% | +13.2% | -11.2% | -1.1% |
| YTD | -24.7% | +10.8% | -35.4% | -27.0% |
| 1Y | -20.0% | +20.2% | -40.2% | -24.4% |
| All | +31.5% | +46.5% | -15.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling