+981.4%
BA vs WAB
+4,092.2%
-3,110.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.2% | -3.2% | +4.4% | +2.3% |
| 30D | -11.6% | -4.4% | -7.2% | -10.3% |
| 3M | -2.4% | +7.9% | -10.2% | -5.2% |
| 6M | -6.6% | +8.7% | -15.3% | -9.6% |
| YTD | -2.2% | +33.0% | -35.2% | -11.9% |
| 1Y | -8.0% | +46.7% | -54.7% | -20.2% |
| 3Y | -5.0% | +153.0% | -158.0% | -32.3% |
| 5Y | -2.7% | +222.3% | -225.0% | -36.0% |
| 10Y | +75.9% | +291.0% | -215.1% | +7.4% |
| All | +981.4% | +4,092.2% | -3,110.8% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling