-13.5%
BA vs WBD
+15.4%
-28.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +13.7% | -27.8% | -17.0% |
| 7D | -14.1% | +13.7% | -27.8% | -17.0% |
| 30D | -14.1% | +13.7% | -27.8% | -17.0% |
| 3M | -14.1% | +13.7% | -27.8% | -17.0% |
| 6M | -7.4% | +13.3% | -20.7% | -10.5% |
| YTD | -11.2% | +7.4% | -18.6% | -13.1% |
| 1Y | -10.9% | +63.0% | -73.9% | -21.2% |
| 3Y | +3.5% | +206.7% | -203.3% | -28.1% |
| All | -13.5% | +15.4% | -28.8% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling