+102.3%
BN vs WU
-20.5%
+122.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | +4.3% | +11.0% | -6.7% | +1.0% |
| 30D | +14.3% | +13.4% | +0.9% | +10.0% |
| 3M | -4.1% | +2.2% | -6.3% | -5.0% |
| 6M | -9.7% | -18.2% | +8.5% | -4.7% |
| YTD | -7.1% | -18.3% | +11.1% | -2.6% |
| 1Y | -7.4% | -12.2% | +4.7% | -5.8% |
| 3Y | +102.3% | -20.8% | +123.2% | +113.7% |
| All | +102.3% | -20.5% | +122.8% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling