+68.8%
BN vs WY
-23.0%
+91.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.1% |
| 30D | -13.0% | -9.9% | -3.2% | -8.0% |
| 3M | -15.2% | -7.5% | -7.7% | -12.0% |
| 6M | -5.9% | -5.1% | -0.8% | -4.0% |
| YTD | -15.8% | -2.1% | -13.7% | -16.2% |
| 1Y | -12.2% | -7.3% | -4.8% | -9.8% |
| All | +68.8% | -23.0% | +91.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling