-26.4%
BA vs WCN
+48.0%
-74.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | +2.6% | -3.7% | -1.8% |
| 30D | -7.1% | +23.9% | -31.1% | -12.7% |
| 3M | -25.5% | +17.4% | -43.0% | -28.9% |
| 6M | -28.7% | +28.0% | -56.7% | -34.2% |
| YTD | -21.0% | +11.6% | -32.6% | -23.7% |
| 1Y | -11.9% | +16.9% | -28.7% | -16.6% |
| 3Y | -16.2% | +51.6% | -67.8% | -31.5% |
| All | -26.4% | +48.0% | -74.4% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling