+26.6%
BA vs W
+228.8%
-202.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.3% |
| 7D | 0.0% | +1.1% | -1.0% | -0.3% |
| 30D | -8.9% | +6.4% | -15.3% | -10.2% |
| 3M | -25.5% | +9.0% | -34.5% | -27.1% |
| 6M | -27.0% | +69.8% | -96.8% | -35.2% |
| YTD | -20.1% | +12.1% | -32.2% | -24.4% |
| 1Y | -11.0% | 0.0% | -11.0% | -14.4% |
| 3Y | -11.8% | +160.3% | -172.2% | -34.9% |
| 5Y | -20.6% | -53.3% | +32.6% | -28.8% |
| 10Y | +26.6% | +217.0% | -190.3% | -40.8% |
| All | +26.6% | +228.8% | -202.2% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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