-20.6%
BA vs BBWI
-67.3%
+46.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | 0.0% | -4.2% | +4.3% | +1.1% |
| 30D | -8.9% | +24.9% | -33.8% | -14.3% |
| 3M | -25.5% | +13.2% | -38.7% | -28.7% |
| 6M | -27.0% | +12.1% | -39.1% | -30.4% |
| YTD | -20.1% | +11.1% | -31.2% | -24.7% |
| 1Y | -11.0% | +0.7% | -11.7% | -15.0% |
| 3Y | -11.8% | -23.8% | +11.9% | -15.0% |
| 5Y | -20.6% | -66.9% | +46.3% | +7.9% |
| All | -20.6% | -67.3% | +46.6% | +7.9% |
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