+96.6%
BA vs W
+176.2%
-79.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -2.4% | +37.2% | -39.5% | -8.6% |
| 6M | -6.6% | +26.3% | -32.9% | -11.9% |
| YTD | -2.2% | -1.0% | -1.3% | -4.6% |
| 1Y | -8.0% | +20.1% | -28.1% | -14.2% |
| 3Y | -5.0% | +37.8% | -42.8% | -19.5% |
| 5Y | -2.7% | -63.7% | +60.9% | -8.9% |
| 10Y | +75.9% | +156.3% | -80.4% | -1.2% |
| All | +96.6% | +176.2% | -79.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling