-0.9%
BA vs W
-63.2%
+62.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | +1.2% | -4.2% | +5.3% | +1.8% |
| 30D | -11.6% | -7.6% | -4.1% | -10.6% |
| 3M | -2.4% | +37.2% | -39.5% | -8.2% |
| 6M | -6.6% | +26.3% | -32.9% | -11.6% |
| YTD | -2.2% | -1.0% | -1.3% | -4.5% |
| 1Y | -8.0% | +20.1% | -28.1% | -13.9% |
| 3Y | -5.0% | +37.8% | -42.8% | -19.5% |
| All | -0.9% | -63.2% | +62.2% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling