+22,144.6%
BN vs WWD
+15,065.0%
+7,079.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -2.4% | +3.7% | -6.1% | -3.6% |
| 30D | +13.5% | +1.8% | +11.7% | +12.6% |
| 3M | -5.9% | -5.0% | -1.0% | -4.8% |
| 6M | -8.9% | -8.4% | -0.5% | -7.3% |
| YTD | -7.9% | +12.3% | -20.1% | -12.8% |
| 1Y | -8.3% | +26.2% | -34.5% | -16.7% |
| 3Y | +100.8% | +154.6% | -53.8% | +44.5% |
| 5Y | +38.2% | +195.3% | -157.0% | -6.0% |
| 10Y | +302.3% | +466.3% | -164.0% | +117.8% |
| All | +22,144.6% | +15,065.0% | +7,079.6% | +8,067.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling