+39.8%
BKNG vs WWD
+164.0%
-124.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -10.7% | -2.9% | -7.8% | -10.1% |
| 30D | -18.1% | -6.6% | -11.5% | -16.9% |
| 3M | +8.5% | -9.3% | +17.8% | +10.3% |
| 6M | -0.1% | -13.6% | +13.6% | +2.4% |
| YTD | -18.2% | +10.4% | -28.6% | -21.7% |
| 1Y | -19.9% | +39.9% | -59.7% | -29.1% |
| All | +39.8% | +164.0% | -124.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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