+21.1%
BA vs WETO
-99.4%
+120.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.4% | +8.2% | +2.7% |
| 7D | -0.8% | -4.3% | +3.5% | -0.9% |
| 30D | -9.0% | -39.9% | +30.9% | -8.5% |
| 3M | -5.0% | -97.9% | +92.9% | -1.4% |
| 6M | -1.7% | -95.0% | +93.3% | -1.6% |
| YTD | -3.1% | -97.2% | +94.1% | -0.6% |
| 1Y | -4.3% | -98.9% | +94.6% | +2.2% |
| All | +21.1% | -99.4% | +120.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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