-0.9%
BA vs GWW
+224.0%
-225.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | -11.6% | +3.3% | -14.9% | -12.6% |
| 3M | -2.4% | +2.9% | -5.3% | -3.6% |
| 6M | -6.6% | +15.8% | -22.4% | -11.7% |
| YTD | -2.2% | +32.0% | -34.3% | -12.1% |
| 1Y | -8.0% | +29.9% | -37.9% | -16.9% |
| 3Y | -5.0% | +91.1% | -96.1% | -27.4% |
| All | -0.9% | +224.0% | -225.0% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling