+892.4%
BKNG vs WM
+824.5%
+67.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -6.0% | -0.3% | -5.7% | -5.9% |
| 30D | -6.6% | -2.4% | -4.3% | -5.7% |
| 3M | +15.7% | +0.4% | +15.3% | +15.3% |
| 6M | +14.1% | -9.5% | +23.6% | +18.4% |
| YTD | -9.3% | +0.5% | -9.8% | -10.1% |
| 1Y | -12.8% | -1.1% | -11.7% | -13.2% |
| 3Y | +58.4% | +46.0% | +12.4% | +32.4% |
| 5Y | +114.1% | +51.8% | +62.3% | +74.2% |
| 10Y | +246.8% | +307.5% | -60.7% | +88.1% |
| All | +892.4% | +824.5% | +67.9% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling