-0.1%
BA vs WBD
+166.6%
-166.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +13.7% | -27.8% | -16.0% |
| 7D | -14.1% | +13.7% | -27.8% | -16.0% |
| 30D | -14.1% | +13.7% | -27.8% | -16.0% |
| 3M | -14.1% | +13.7% | -27.8% | -16.0% |
| 6M | -7.4% | +13.3% | -20.7% | -9.4% |
| YTD | -11.2% | +7.4% | -18.6% | -12.4% |
| 1Y | -10.9% | +63.0% | -73.9% | -18.3% |
| All | -0.1% | +166.6% | -166.7% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling