-19.2%
WY vs BAM
+71.9%
-91.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -10.5% | -6.0% | -4.5% | -8.8% |
| 3M | -4.9% | +7.3% | -12.2% | -7.4% |
| 6M | -4.9% | +8.2% | -13.1% | -7.9% |
| YTD | -1.7% | -3.8% | +2.2% | -1.4% |
| 1Y | -9.4% | -10.7% | +1.4% | -7.0% |
| 3Y | -22.3% | +55.3% | -77.6% | -37.9% |
| All | -19.2% | +71.9% | -91.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling