+15,003.5%
BN vs WAB
+4,092.2%
+10,911.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -9.5% | -4.4% | -5.1% | -8.2% |
| 3M | -10.4% | +7.9% | -18.2% | -12.9% |
| 6M | -6.4% | +8.7% | -15.1% | -9.2% |
| YTD | -11.9% | +33.0% | -44.8% | -19.9% |
| 1Y | -8.6% | +46.7% | -55.3% | -19.5% |
| 3Y | +77.6% | +153.0% | -75.4% | +33.0% |
| 5Y | +37.0% | +222.3% | -185.2% | -4.3% |
| 10Y | +266.4% | +291.0% | -24.6% | +130.6% |
| All | +15,003.5% | +4,092.2% | +10,911.2% | +5,905.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling