+65.4%
BKNG vs WM
+60.7%
+4.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | -24.6% | +6.4% | -30.9% | -26.0% |
| 6M | +2.0% | +13.2% | -11.2% | -1.9% |
| YTD | -24.7% | +10.8% | -35.4% | -27.4% |
| 1Y | -20.0% | +20.2% | -40.2% | -25.1% |
| 3Y | +33.4% | +46.5% | -13.1% | +15.6% |
| 5Y | +65.4% | +61.3% | +4.1% | +38.0% |
| All | +65.4% | +60.7% | +4.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling