+770.0%
WDC vs BAM
+85.6%
+684.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | -2.7% | +14.8% | +13.4% |
| 30D | -18.8% | +15.5% | -34.3% | -24.4% |
| 3M | -39.3% | -6.9% | -32.5% | -37.6% |
| 6M | -40.1% | +9.9% | -50.0% | -44.1% |
| YTD | +71.8% | +1.4% | +70.4% | +66.8% |
| 1Y | +88.5% | +3.3% | +85.2% | +81.0% |
| 3Y | +770.0% | +83.6% | +686.4% | +551.1% |
| All | +770.0% | +85.6% | +684.4% | +551.1% |
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