+290.2%
BN vs WY
+5.0%
+285.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | +14.0% | +10.1% | +3.9% | +8.0% |
| 3M | -9.0% | -15.4% | +6.4% | -0.6% |
| 6M | -8.8% | -8.3% | -0.5% | -5.3% |
| YTD | -10.3% | -9.8% | -0.4% | -6.6% |
| 1Y | -5.8% | -3.9% | -1.9% | -5.6% |
| 3Y | +94.8% | -23.3% | +118.1% | +119.2% |
| 5Y | +31.5% | -31.2% | +62.7% | +57.1% |
| All | +290.2% | +5.0% | +285.2% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling