+794.8%
BN vs WU
-19.6%
+814.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -2.5% | -0.8% | -1.6% | -2.1% |
| 30D | -9.5% | -1.1% | -8.4% | -9.2% |
| 3M | -10.4% | -3.9% | -6.5% | -10.7% |
| 6M | -6.4% | -20.7% | +14.3% | +1.4% |
| YTD | -11.9% | -18.4% | +6.5% | -6.0% |
| 1Y | -8.6% | -8.1% | -0.5% | -8.6% |
| 3Y | +77.6% | -24.2% | +101.7% | +90.2% |
| 5Y | +37.0% | -50.4% | +87.5% | +74.8% |
| 10Y | +266.4% | -40.0% | +306.4% | +314.9% |
| All | +794.8% | -19.6% | +814.4% | +670.3% |
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