-10.6%
BA vs WAB
+153.1%
-163.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -0.1% |
| 7D | -0.1% | -2.5% | +2.4% | +0.9% |
| 30D | -9.1% | -4.4% | -4.8% | -7.5% |
| 3M | -28.2% | -5.9% | -22.3% | -26.5% |
| 6M | -23.1% | +5.9% | -29.1% | -25.5% |
| YTD | -20.6% | +30.9% | -51.5% | -30.1% |
| 1Y | -12.7% | +35.8% | -48.5% | -24.6% |
| All | -10.6% | +153.1% | -163.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling