+682.0%
WDC vs BN
+297.2%
+384.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +16.3% | -0.3% | +16.6% | +16.6% |
| 30D | -18.3% | +13.6% | -31.8% | -25.8% |
| 3M | -31.4% | -6.7% | -24.8% | -28.8% |
| 6M | -36.3% | -9.0% | -27.3% | -33.3% |
| YTD | +80.8% | -8.8% | +89.6% | +88.5% |
| 1Y | +87.7% | -10.6% | +98.3% | +98.5% |
| 3Y | +819.4% | +98.8% | +720.7% | +431.1% |
| 5Y | +583.2% | +33.6% | +549.6% | +415.6% |
| All | +682.0% | +297.2% | +384.7% | +178.0% |
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