-20.4%
BA vs WAB
+224.0%
-244.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -3.2% |
| 30D | -7.9% | +6.4% | -14.3% | -11.3% |
| 3M | -25.2% | +2.2% | -27.3% | -26.4% |
| 6M | -26.7% | +13.7% | -40.4% | -32.6% |
| YTD | -19.6% | +43.0% | -62.6% | -35.7% |
| 1Y | -10.6% | +47.0% | -57.6% | -29.8% |
| 3Y | -11.2% | +174.4% | -185.6% | -55.9% |
| 5Y | -20.4% | +222.2% | -242.6% | -65.7% |
| All | -20.4% | +224.0% | -244.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling