+15,688.1%
BN vs WAB
+4,408.2%
+11,279.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | +3.1% | -5.5% | -3.4% |
| 30D | +13.5% | +6.4% | +7.1% | +11.2% |
| 3M | -5.9% | +2.2% | -8.1% | -6.7% |
| 6M | -8.9% | +13.7% | -22.6% | -13.0% |
| YTD | -7.9% | +43.0% | -50.9% | -18.3% |
| 1Y | -8.3% | +47.0% | -55.3% | -19.3% |
| 3Y | +100.8% | +174.4% | -73.6% | +46.3% |
| 5Y | +38.2% | +222.2% | -184.0% | -3.8% |
| 10Y | +302.3% | +276.9% | +25.4% | +154.6% |
| All | +15,688.1% | +4,408.2% | +11,279.9% | +6,025.8% |
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