+35.8%
BN vs WWD
+192.1%
-156.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | -10.9% | -6.4% | -4.5% | -8.5% |
| 3M | -11.1% | -5.6% | -5.5% | -9.8% |
| 6M | -4.4% | -9.1% | +4.7% | -1.9% |
| YTD | -14.1% | +12.5% | -26.7% | -21.2% |
| 1Y | -11.1% | +41.3% | -52.4% | -27.7% |
| 3Y | +75.6% | +170.2% | -94.7% | +0.6% |
| 5Y | +35.8% | +192.5% | -156.7% | -30.0% |
| All | +35.8% | +192.1% | -156.3% | -30.0% |
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