+16,029.7%
BN vs WAB
+4,319.4%
+11,710.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.2% |
| 7D | +3.6% | +4.0% | -0.3% | +2.4% |
| 30D | +15.9% | +4.5% | +11.4% | +14.2% |
| 3M | -2.3% | +2.3% | -4.6% | -3.2% |
| 6M | -8.4% | +12.5% | -20.9% | -12.2% |
| YTD | -5.9% | +40.2% | -46.1% | -16.0% |
| 1Y | -5.6% | +45.2% | -50.8% | -16.6% |
| 3Y | +104.2% | +171.8% | -67.6% | +49.3% |
| 5Y | +35.5% | +217.6% | -182.1% | -5.3% |
| 10Y | +285.2% | +285.3% | -0.1% | +142.6% |
| All | +16,029.7% | +4,319.4% | +11,710.2% | +6,198.9% |
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