+46.5%
BKNG vs WM
+44.2%
+2.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.2% | -6.6% |
| 7D | -7.9% | -0.9% | -7.0% | -7.7% |
| 30D | -15.9% | -4.3% | -11.6% | -15.0% |
| 3M | +11.1% | +0.8% | +10.3% | +11.0% |
| 6M | -0.7% | -10.8% | +10.1% | +1.8% |
| YTD | -15.4% | -0.1% | -15.4% | -15.7% |
| 1Y | -18.5% | +1.0% | -19.5% | -19.1% |
| 3Y | +46.5% | +45.1% | +1.4% | +44.7% |
| All | +46.5% | +44.2% | +2.3% | +44.7% |
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