+26.6%
BA vs WAB
+288.7%
-262.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.5% |
| 7D | 0.0% | +4.0% | -4.0% | -2.7% |
| 30D | -8.9% | +6.3% | -15.3% | -12.7% |
| 3M | -25.5% | +3.3% | -28.8% | -27.5% |
| 6M | -27.0% | +14.5% | -41.4% | -34.0% |
| YTD | -20.1% | +42.7% | -62.8% | -37.8% |
| 1Y | -11.0% | +45.2% | -56.2% | -31.6% |
| 3Y | -11.8% | +173.8% | -185.6% | -57.3% |
| 5Y | -20.6% | +223.8% | -244.4% | -66.3% |
| 10Y | +26.6% | +280.5% | -253.9% | -60.5% |
| All | +26.6% | +288.7% | -262.1% | -60.5% |
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