-26.4%
BA vs GWW
+218.6%
-245.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.1% | +3.6% | -4.6% | -2.3% |
| 30D | -7.1% | +12.1% | -19.2% | -10.6% |
| 3M | -25.5% | +12.9% | -38.4% | -28.6% |
| 6M | -28.7% | +19.3% | -48.0% | -33.2% |
| YTD | -21.0% | +48.7% | -69.7% | -32.0% |
| 1Y | -11.9% | +60.5% | -72.4% | -26.3% |
| 3Y | -16.2% | +93.3% | -109.4% | -36.4% |
| All | -26.4% | +218.6% | -245.1% | -58.5% |
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