-32.6%
WU vs BAM
+84.8%
-117.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | +2.1% | -2.9% | +5.0% | +2.9% |
| 30D | +10.1% | +14.7% | -4.5% | +5.9% |
| 3M | -1.1% | -4.1% | +3.0% | -0.3% |
| 6M | -19.8% | +9.6% | -29.4% | -22.2% |
| YTD | -20.8% | +3.4% | -24.2% | -22.2% |
| 1Y | -15.1% | +1.0% | -16.1% | -16.2% |
| 3Y | -23.2% | +88.2% | -111.4% | -37.6% |
| All | -32.6% | +84.8% | -117.4% | -45.3% |
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