+23.4%
BA vs GWW
+665.1%
-641.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -0.6% | +3.7% | -4.3% | -2.2% |
| 30D | -8.0% | +13.6% | -21.6% | -13.2% |
| 3M | -25.8% | +15.4% | -41.2% | -30.6% |
| 6M | -27.6% | +21.8% | -49.4% | -34.3% |
| YTD | -21.0% | +50.0% | -71.0% | -35.5% |
| 1Y | -12.3% | +60.2% | -72.5% | -30.6% |
| 3Y | -12.8% | +94.4% | -107.1% | -38.8% |
| 5Y | -22.4% | +221.8% | -244.2% | -59.1% |
| All | +23.4% | +665.1% | -641.7% | -51.8% |
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