-20.2%
BKNG vs WY
-9.3%
-10.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | -10.7% | -3.7% | -7.0% | -9.6% |
| 30D | -18.1% | -11.3% | -6.8% | -15.2% |
| 3M | +8.5% | -8.1% | +16.7% | +11.1% |
| 6M | -0.1% | -7.4% | +7.4% | +1.9% |
| YTD | -18.2% | -4.7% | -13.5% | -17.8% |
| All | -20.2% | -9.3% | -10.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling