+721.3%
BKNG vs WM
+933.9%
-212.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +3.2% | -3.9% | -2.0% |
| 30D | -0.7% | +13.0% | -13.7% | -5.6% |
| 3M | -25.0% | +9.2% | -34.2% | -27.7% |
| 6M | +3.4% | +13.6% | -10.2% | -2.1% |
| YTD | -25.0% | +12.4% | -37.4% | -29.0% |
| 1Y | -20.7% | +21.2% | -41.9% | -27.4% |
| 3Y | +30.9% | +48.7% | -17.7% | +8.8% |
| 5Y | +66.6% | +61.9% | +4.7% | +32.2% |
| 10Y | +165.1% | +331.0% | -165.9% | +40.4% |
| All | +721.3% | +933.9% | -212.6% | +231.9% |
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