+72.3%
BA vs GWW
+557.3%
-484.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.5% |
| 7D | +2.5% | -1.5% | +4.0% | +3.1% |
| 30D | -10.1% | +1.1% | -11.2% | -10.6% |
| 3M | -2.4% | -1.0% | -1.4% | -2.5% |
| 6M | -8.8% | +16.3% | -25.1% | -15.6% |
| YTD | -2.9% | +28.5% | -31.5% | -14.8% |
| 1Y | -8.8% | +30.3% | -39.0% | -20.6% |
| 3Y | -0.3% | +91.6% | -91.9% | -30.0% |
| 5Y | -0.3% | +224.0% | -224.3% | -48.2% |
| 10Y | +72.3% | +551.3% | -479.0% | -28.6% |
| All | +72.3% | +557.3% | -484.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling