+361.9%
BA vs WBD
+293.1%
+68.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.7% |
| 30D | -11.6% | +8.8% | -20.4% | -14.0% |
| 3M | -2.4% | +4.6% | -7.0% | -4.0% |
| 6M | -6.6% | +1.1% | -7.7% | -7.1% |
| YTD | -2.2% | -2.0% | -0.3% | -1.9% |
| 1Y | -8.0% | +140.0% | -148.0% | -33.2% |
| 3Y | -5.0% | +144.4% | -149.4% | -36.9% |
| 5Y | -2.7% | -0.2% | -2.5% | -17.4% |
| 10Y | +75.9% | +9.1% | +66.8% | +27.7% |
| All | +361.9% | +293.1% | +68.8% | +98.2% |
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