-32.3%
WU vs BAM
+71.9%
-104.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.6% |
| 7D | -0.8% | -1.6% | +0.7% | -0.4% |
| 30D | -1.1% | -6.0% | +4.9% | +0.5% |
| 3M | -1.8% | +7.3% | -9.2% | -3.8% |
| 6M | -23.9% | +8.2% | -32.1% | -25.8% |
| YTD | -20.4% | -3.8% | -16.6% | -20.1% |
| 1Y | -10.6% | -10.7% | +0.2% | -8.6% |
| 3Y | -27.7% | +55.3% | -83.1% | -38.0% |
| All | -32.3% | +71.9% | -104.1% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling