+23.4%
BA vs WCC
+440.3%
-416.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +14.2% | -14.8% | -6.3% |
| 30D | -8.0% | -9.8% | +1.8% | -5.2% |
| 3M | -25.8% | -10.1% | -15.7% | -23.9% |
| 6M | -27.6% | -9.4% | -18.2% | -27.0% |
| YTD | -21.0% | +34.4% | -55.4% | -34.6% |
| 1Y | -12.3% | +23.3% | -35.5% | -24.8% |
| 3Y | -12.8% | +137.9% | -150.7% | -51.4% |
| 5Y | -22.4% | +144.0% | -166.3% | -61.4% |
| All | +23.4% | +440.3% | -416.9% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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