+214.0%
BKNG vs WTW
+202.7%
+11.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.4% |
| 7D | -9.1% | -3.3% | -5.8% | -7.6% |
| 30D | -17.1% | -2.4% | -14.7% | -16.1% |
| 3M | +6.6% | +23.7% | -17.1% | -3.7% |
| 6M | +3.9% | +12.6% | -8.7% | -2.3% |
| YTD | -17.6% | -0.8% | -16.7% | -18.4% |
| 1Y | -19.0% | -3.3% | -15.7% | -18.9% |
| 3Y | +40.3% | +63.8% | -23.5% | +5.6% |
| 5Y | +92.7% | +47.8% | +45.0% | +50.9% |
| 10Y | +214.0% | +204.2% | +9.7% | +76.2% |
| All | +214.0% | +202.7% | +11.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling