+25.5%
BA vs WCN
+318.3%
-292.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -7.9% | +25.3% | -33.2% | -18.8% |
| 3M | -25.2% | +15.4% | -40.6% | -31.0% |
| 6M | -26.7% | +27.8% | -54.6% | -36.9% |
| YTD | -19.6% | +10.6% | -30.2% | -25.4% |
| 1Y | -10.6% | +15.8% | -26.4% | -19.5% |
| 3Y | -11.2% | +50.3% | -61.5% | -35.1% |
| 5Y | -20.4% | +46.9% | -67.4% | -42.2% |
| All | +25.5% | +318.3% | -292.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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