+35.5%
BN vs WWD
+190.4%
-155.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +1.7% |
| 7D | +3.6% | +4.2% | -0.5% | +1.6% |
| 30D | +15.9% | -0.8% | +16.6% | +15.8% |
| 3M | -2.3% | -8.2% | +5.8% | +0.7% |
| 6M | -8.4% | -9.8% | +1.4% | -5.7% |
| YTD | -5.9% | +10.4% | -16.3% | -13.4% |
| 1Y | -5.6% | +25.5% | -31.1% | -18.9% |
| 3Y | +104.2% | +155.8% | -51.6% | +18.5% |
| 5Y | +35.5% | +187.3% | -151.8% | -29.2% |
| All | +35.5% | +190.4% | -155.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling