+298.2%
WBD vs BN
+1,514.4%
-1,216.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.8% | -2.5% | +0.7% | -0.5% |
| 30D | +8.8% | -9.5% | +18.3% | +14.8% |
| 3M | +4.6% | -10.4% | +15.0% | +10.7% |
| 6M | +1.1% | -6.4% | +7.4% | +3.2% |
| YTD | -2.0% | -11.9% | +9.9% | +2.8% |
| 1Y | +140.0% | -8.6% | +148.6% | +146.0% |
| 3Y | +144.4% | +77.6% | +66.8% | +74.7% |
| 5Y | -0.2% | +37.0% | -37.2% | -18.9% |
| 10Y | +9.1% | +266.4% | -257.3% | -49.1% |
| All | +298.2% | +1,514.4% | -1,216.2% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling