+9.2%
WBD vs BN
+251.3%
-242.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +75.8% | +129.7% | +85.8% |
| 7D | +205.5% | +75.8% | +129.7% | +85.8% |
| 30D | +205.5% | +75.8% | +129.7% | +85.8% |
| 3M | +205.5% | +75.8% | +129.7% | +85.8% |
| 6M | +205.5% | +75.8% | +129.7% | +85.8% |
| YTD | +205.5% | +75.8% | +129.7% | +85.8% |
| 1Y | +205.5% | +75.8% | +129.7% | +85.8% |
| 3Y | +206.7% | +88.1% | +118.7% | +79.7% |
| 5Y | +18.4% | +31.5% | -13.2% | -16.5% |
| All | +9.2% | +251.3% | -242.2% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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