+35.8%
BN vs WAB
+231.1%
-195.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -3.0% |
| 7D | -1.2% | +1.7% | -2.8% | -2.3% |
| 30D | -10.9% | -2.4% | -8.5% | -9.5% |
| 3M | -11.1% | +9.7% | -20.7% | -17.5% |
| 6M | -4.4% | +16.5% | -20.9% | -15.4% |
| YTD | -14.1% | +33.7% | -47.9% | -31.4% |
| 1Y | -11.1% | +49.7% | -60.7% | -34.6% |
| 3Y | +75.6% | +170.9% | -95.4% | -15.7% |
| 5Y | +35.8% | +228.0% | -192.3% | -43.7% |
| All | +35.8% | +231.1% | -195.3% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling