+842.7%
BN vs WU
-19.5%
+862.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.9% |
| 7D | +4.3% | +11.0% | -6.7% | -0.6% |
| 30D | +14.3% | +13.4% | +0.9% | +7.9% |
| 3M | -4.1% | +2.2% | -6.3% | -5.6% |
| 6M | -9.7% | -18.2% | +8.5% | -3.6% |
| YTD | -7.1% | -18.3% | +11.1% | -1.5% |
| 1Y | -7.4% | -12.2% | +4.7% | -5.3% |
| 3Y | +102.3% | -20.8% | +123.2% | +112.4% |
| 5Y | +35.9% | -42.6% | +78.5% | +62.0% |
| 10Y | +289.2% | -35.5% | +324.6% | +324.9% |
| All | +842.7% | -19.5% | +862.3% | +707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling