-16.2%
BA vs WCC
+134.5%
-150.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | -1.1% | +9.9% | -11.0% | -3.2% |
| 30D | -7.1% | -8.4% | +1.3% | -5.9% |
| 3M | -25.5% | -10.3% | -15.2% | -24.4% |
| 6M | -28.7% | -10.5% | -18.2% | -28.0% |
| YTD | -21.0% | +32.2% | -53.2% | -28.0% |
| 1Y | -11.9% | +25.5% | -37.4% | -18.8% |
| 3Y | -16.2% | +134.7% | -150.8% | -36.8% |
| All | -16.2% | +134.5% | -150.6% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling