+28.1%
BA vs WCC
+492.1%
-463.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.1% | -8.7% | -4.1% |
| 7D | -1.7% | -5.7% | +4.0% | -0.1% |
| 30D | -9.5% | -13.5% | +4.0% | -5.0% |
| 3M | -26.5% | -12.9% | -13.6% | -23.6% |
| 6M | -27.4% | -10.7% | -16.7% | -26.3% |
| YTD | -20.6% | +30.0% | -50.6% | -33.4% |
| 1Y | -11.4% | +24.7% | -36.1% | -24.6% |
| 3Y | -10.8% | +136.6% | -147.4% | -50.3% |
| 5Y | -21.9% | +143.9% | -165.8% | -61.4% |
| 10Y | +28.1% | +465.9% | -437.8% | -72.1% |
| All | +28.1% | +492.1% | -463.9% | -72.1% |
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