+778.9%
BA vs WAB
+4,027.3%
-3,248.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -0.6% |
| 7D | -0.1% | -2.5% | +2.4% | +0.8% |
| 30D | -9.1% | -4.4% | -4.8% | -7.8% |
| 3M | -28.2% | -5.9% | -22.3% | -26.8% |
| 6M | -23.1% | +5.9% | -29.1% | -25.1% |
| YTD | -20.6% | +30.9% | -51.5% | -28.1% |
| 1Y | -12.7% | +35.8% | -48.5% | -22.1% |
| 3Y | -11.6% | +154.0% | -165.6% | -37.1% |
| 5Y | -23.1% | +203.9% | -227.0% | -48.5% |
| 10Y | +34.4% | +286.7% | -252.4% | -17.6% |
| All | +778.9% | +4,027.3% | -3,248.4% | +197.6% |
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