+1,188.5%
WDC vs BN
+265.2%
+923.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -4.3% | -5.2% | +0.9% | -0.7% |
| 30D | -1.5% | -14.5% | +13.0% | +9.5% |
| 3M | -15.5% | -15.0% | -0.5% | -6.1% |
| 6M | +66.5% | -5.4% | +71.9% | +70.6% |
| YTD | +159.9% | -16.4% | +176.3% | +190.0% |
| 1Y | +366.0% | -16.2% | +382.2% | +417.3% |
| 3Y | +1,285.8% | +67.5% | +1,218.3% | +807.9% |
| 5Y | +925.6% | +34.1% | +891.4% | +673.2% |
| All | +1,188.5% | +265.2% | +923.4% | +442.7% |
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 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