+23.4%
BA vs W
+211.1%
-187.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.2% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | -8.0% | +3.2% | -11.2% | -8.8% |
| 3M | -25.8% | +8.3% | -34.1% | -27.3% |
| 6M | -27.6% | +84.3% | -111.9% | -36.6% |
| YTD | -21.0% | +11.0% | -32.0% | -25.1% |
| 1Y | -12.3% | -0.2% | -12.0% | -15.5% |
| 3Y | -12.8% | +157.9% | -170.7% | -35.5% |
| 5Y | -22.4% | -56.8% | +34.4% | -29.1% |
| All | +23.4% | +211.1% | -187.8% | -42.2% |
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