-0.9%
BA vs WAB
+222.7%
-223.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +1.2% | -3.2% | +4.4% | +3.0% |
| 30D | -11.6% | -4.4% | -7.2% | -9.4% |
| 3M | -2.4% | +7.9% | -10.2% | -7.1% |
| 6M | -6.6% | +8.7% | -15.3% | -11.8% |
| YTD | -2.2% | +33.0% | -35.2% | -18.3% |
| 1Y | -8.0% | +46.7% | -54.7% | -28.0% |
| 3Y | -5.0% | +153.0% | -158.0% | -50.3% |
| All | -0.9% | +222.7% | -223.7% | -58.7% |
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