+4.2%
WBD vs BN
+33.2%
-29.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.6% |
| 7D | -1.7% | -3.0% | +1.3% | +0.3% |
| 30D | +3.9% | -13.0% | +16.9% | +14.1% |
| 3M | +5.1% | -15.2% | +20.3% | +17.1% |
| 6M | +0.6% | -5.9% | +6.5% | +2.4% |
| YTD | -3.2% | -15.8% | +12.6% | +5.7% |
| 1Y | +127.7% | -12.2% | +139.8% | +139.2% |
| 3Y | +146.6% | +72.2% | +74.4% | +55.4% |
| 5Y | +4.2% | +33.2% | -29.0% | -24.7% |
| All | +4.2% | +33.2% | -29.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling