-25.9%
WY vs BAM
+81.2%
-107.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.8% | -2.7% | +1.9% | +0.1% |
| 30D | +10.1% | +15.5% | -5.4% | +4.9% |
| 3M | -15.4% | -6.9% | -8.5% | -13.6% |
| 6M | -8.3% | +9.9% | -18.2% | -11.6% |
| YTD | -9.8% | +1.4% | -11.2% | -11.2% |
| 1Y | -3.9% | +3.3% | -7.2% | -6.1% |
| 3Y | -23.3% | +83.6% | -107.0% | -41.9% |
| All | -25.9% | +81.2% | -107.1% | -44.3% |
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