+140.0%
WBD vs BAM
+67.8%
+72.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.5% |
| 7D | -1.7% | -3.9% | +2.2% | +0.4% |
| 30D | +3.9% | -8.8% | +12.7% | +8.8% |
| 3M | +5.1% | +2.2% | +2.9% | +2.6% |
| 6M | +0.6% | +5.9% | -5.3% | -4.8% |
| YTD | -3.2% | -6.1% | +3.0% | -2.3% |
| 1Y | +127.7% | -11.6% | +139.3% | +137.6% |
| 3Y | +146.6% | +51.7% | +94.9% | +72.4% |
| All | +140.0% | +67.8% | +72.2% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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