-10.1%
BA vs WAB
+157.8%
-167.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.4% |
| 30D | -7.9% | +0.4% | -8.3% | -8.2% |
| 3M | -25.3% | -3.8% | -21.5% | -24.2% |
| 6M | -24.6% | +5.1% | -29.7% | -26.7% |
| YTD | -20.1% | +33.3% | -53.5% | -30.3% |
| 1Y | -11.8% | +39.8% | -51.6% | -24.8% |
| 3Y | -10.1% | +161.1% | -171.2% | -37.0% |
| All | -10.1% | +157.8% | -167.9% | -37.0% |
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