+170.3%
WBD vs BAM
+57.0%
+113.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.0% | -13.9% | +49.8% | +41.2% |
| 7D | +36.0% | -13.9% | +49.8% | +41.2% |
| 30D | +36.0% | -13.9% | +49.8% | +41.2% |
| 3M | +36.0% | -13.9% | +49.8% | +41.2% |
| 6M | +36.0% | -13.9% | +49.8% | +41.2% |
| YTD | +36.0% | -13.9% | +49.8% | +41.2% |
| 1Y | +63.0% | -19.6% | +82.5% | +77.1% |
| All | +170.3% | +57.0% | +113.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling