+258.5%
BN vs WAB
+296.8%
-38.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.1% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -14.5% | -4.1% | -10.4% | -12.7% |
| 3M | -15.0% | +8.2% | -23.2% | -18.9% |
| 6M | -5.4% | +15.4% | -20.8% | -12.9% |
| YTD | -16.4% | +33.1% | -49.6% | -28.5% |
| 1Y | -16.2% | +48.1% | -64.3% | -32.1% |
| 3Y | +67.5% | +167.7% | -100.2% | +2.4% |
| 5Y | +34.1% | +225.7% | -191.6% | -25.1% |
| All | +258.5% | +296.8% | -38.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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