-26.4%
BA vs W
-55.8%
+29.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -7.1% | +6.8% | -13.9% | -8.3% |
| 3M | -25.5% | +10.7% | -36.2% | -27.0% |
| 6M | -28.7% | +86.3% | -115.1% | -36.5% |
| YTD | -21.0% | +11.5% | -32.5% | -24.6% |
| 1Y | -11.9% | +5.1% | -17.0% | -15.4% |
| 3Y | -16.2% | +171.0% | -187.1% | -35.7% |
| All | -26.4% | -55.8% | +29.4% | -39.0% |
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