+388.3%
BA vs WBD
+278.7%
+109.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | +7.8% | -0.4% | +8.1% | +7.9% |
| 3M | -5.3% | +1.7% | -7.0% | -5.8% |
| 6M | +13.5% | +19.6% | -6.1% | +6.9% |
| YTD | +3.3% | -5.6% | +8.9% | +5.2% |
| 1Y | +20.3% | +225.2% | -204.9% | -21.9% |
| 3Y | +13.1% | +111.2% | -98.0% | -21.9% |
| 5Y | -1.7% | -25.8% | +24.1% | -7.1% |
| 10Y | +87.7% | -1.9% | +89.6% | +41.1% |
| All | +388.3% | +278.7% | +109.6% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling