+72.3%
BA vs WBD
+12.5%
+59.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | -10.1% | +5.0% | -15.1% | -11.4% |
| 3M | -2.4% | +6.2% | -8.6% | -4.3% |
| 6M | -8.8% | +0.6% | -9.4% | -9.1% |
| YTD | -2.9% | -2.4% | -0.5% | -2.5% |
| 1Y | -8.8% | +127.7% | -136.4% | -31.2% |
| 3Y | -0.3% | +148.4% | -148.7% | -32.4% |
| 5Y | -0.3% | +4.2% | -4.5% | -13.5% |
| 10Y | +72.3% | +10.8% | +61.5% | +19.6% |
| All | +72.3% | +12.5% | +59.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling