-25.3%
WY vs BAM
+86.2%
-111.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +3.1% | +9.7% | -6.6% | -0.1% |
| 30D | +13.0% | +19.0% | -6.0% | +6.6% |
| 3M | -16.8% | +0.6% | -17.4% | -17.2% |
| 6M | -11.2% | +11.1% | -22.3% | -14.7% |
| YTD | -9.1% | +4.2% | -13.3% | -11.3% |
| 1Y | -4.8% | +3.3% | -8.1% | -7.0% |
| 3Y | -25.3% | +88.8% | -114.0% | -43.9% |
| All | -25.3% | +86.2% | -111.5% | -44.4% |
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