+28.1%
BA vs WAB
+305.5%
-277.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -3.9% |
| 7D | -1.7% | +4.0% | -5.7% | -4.4% |
| 30D | -9.5% | +4.5% | -13.9% | -12.3% |
| 3M | -26.5% | +2.3% | -28.8% | -28.0% |
| 6M | -27.4% | +12.5% | -39.9% | -33.6% |
| YTD | -20.6% | +40.2% | -60.8% | -37.5% |
| 1Y | -11.4% | +45.2% | -56.6% | -32.0% |
| 3Y | -10.8% | +171.8% | -182.6% | -56.7% |
| 5Y | -21.9% | +217.6% | -239.5% | -66.4% |
| 10Y | +28.1% | +285.3% | -257.2% | -59.7% |
| All | +28.1% | +305.5% | -277.3% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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