+31.8%
BA vs WM
+339.4%
-307.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.4% |
| 30D | -7.9% | +13.1% | -21.0% | -14.1% |
| 3M | -25.3% | +3.6% | -28.9% | -27.0% |
| 6M | -24.6% | +8.1% | -32.7% | -28.8% |
| YTD | -20.1% | +8.9% | -29.0% | -25.3% |
| 1Y | -11.8% | +20.3% | -32.1% | -22.7% |
| 3Y | -10.1% | +46.2% | -56.3% | -34.5% |
| 5Y | -22.7% | +59.9% | -82.6% | -49.0% |
| All | +31.8% | +339.4% | -307.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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