+28.1%
BA vs W
+268.4%
-240.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.4% |
| 7D | -1.7% | +3.3% | -5.0% | -2.5% |
| 30D | -9.5% | +10.5% | -20.0% | -11.3% |
| 3M | -26.5% | +9.6% | -36.1% | -28.1% |
| 6M | -27.4% | +76.4% | -103.8% | -36.0% |
| YTD | -20.6% | +16.4% | -37.0% | -25.4% |
| 1Y | -11.4% | +9.3% | -20.8% | -16.2% |
| 3Y | -10.8% | +172.8% | -183.6% | -34.7% |
| 5Y | -21.9% | -53.4% | +31.4% | -29.8% |
| 10Y | +28.1% | +243.6% | -215.5% | -41.3% |
| All | +28.1% | +268.4% | -240.3% | -41.3% |
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