+15,251.3%
BN vs WY
+688.1%
+14,563.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.5% | -1.7% | -0.7% | -1.8% |
| 30D | -9.5% | -10.1% | +0.6% | -5.7% |
| 3M | -10.4% | -5.1% | -5.2% | -8.9% |
| 6M | -6.4% | -4.8% | -1.6% | -5.0% |
| YTD | -11.9% | -0.2% | -11.6% | -12.4% |
| 1Y | -8.6% | -6.6% | -2.0% | -7.1% |
| 3Y | +77.6% | -22.7% | +100.3% | +93.9% |
| 5Y | +37.0% | -22.2% | +59.2% | +49.5% |
| 10Y | +266.4% | +7.3% | +259.1% | +238.7% |
| All | +15,251.3% | +688.1% | +14,563.2% | +8,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling