-0.9%
BA vs BBWI
-66.0%
+65.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.1% |
| 7D | +1.2% | +1.5% | -0.4% | +0.7% |
| 30D | -11.6% | -5.2% | -6.4% | -10.7% |
| 3M | -2.4% | +11.1% | -13.5% | -6.0% |
| 6M | -6.6% | -13.4% | +6.7% | -4.8% |
| YTD | -2.2% | +0.1% | -2.3% | -4.7% |
| 1Y | -8.0% | -36.1% | +28.1% | +0.3% |
| 3Y | -5.0% | -44.1% | +39.1% | +1.1% |
| All | -0.9% | -66.0% | +65.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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