-21.6%
WY vs BB
-29.9%
+8.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -2.3% |
| 7D | -3.7% | -2.1% | -1.6% | -3.4% |
| 30D | -11.3% | -16.0% | +4.7% | -9.5% |
| 3M | -8.1% | -14.5% | +6.4% | -7.6% |
| 6M | -7.4% | +118.6% | -126.0% | -19.7% |
| YTD | -4.7% | +98.9% | -103.6% | -16.3% |
| 1Y | -9.2% | +99.5% | -108.7% | -20.9% |
| 3Y | -24.7% | +65.4% | -90.0% | -35.7% |
| 5Y | -21.6% | -27.6% | +6.1% | -24.4% |
| All | -21.6% | -29.9% | +8.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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