-26.4%
BA vs WAB
+214.2%
-240.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.1% | +5.1% | -6.2% | -3.9% |
| 30D | -7.1% | +4.0% | -11.1% | -9.4% |
| 3M | -25.5% | +0.1% | -25.6% | -25.9% |
| 6M | -28.7% | +12.8% | -41.5% | -34.2% |
| YTD | -21.0% | +40.1% | -61.1% | -36.2% |
| 1Y | -11.9% | +46.4% | -58.2% | -30.8% |
| 3Y | -16.2% | +167.4% | -183.5% | -57.9% |
| All | -26.4% | +214.2% | -240.6% | -68.3% |
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