+826.1%
BN vs WU
-22.9%
+848.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -0.3% | -5.3% | +5.0% | +2.1% |
| 30D | +13.6% | +9.0% | +4.5% | +9.1% |
| 3M | -6.7% | -3.6% | -3.1% | -5.7% |
| 6M | -9.0% | -19.4% | +10.4% | -2.4% |
| YTD | -8.8% | -21.7% | +12.9% | -1.4% |
| 1Y | -10.6% | -16.1% | +5.5% | -6.7% |
| 3Y | +98.8% | -24.1% | +122.9% | +112.5% |
| 5Y | +33.6% | -44.1% | +77.7% | +61.1% |
| 10Y | +298.3% | -39.6% | +337.9% | +348.1% |
| All | +826.1% | -22.9% | +848.9% | +708.1% |
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