+31.1%
BA vs WM
+348.7%
-317.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.2% |
| 7D | -0.1% | +4.5% | -4.6% | -2.5% |
| 30D | -9.1% | +16.1% | -25.2% | -16.4% |
| 3M | -28.2% | +8.0% | -36.2% | -31.4% |
| 6M | -23.1% | +8.4% | -31.5% | -27.4% |
| YTD | -20.6% | +11.2% | -31.8% | -26.6% |
| 1Y | -12.7% | +22.3% | -35.0% | -24.1% |
| 3Y | -11.6% | +50.2% | -61.8% | -36.5% |
| 5Y | -23.1% | +63.3% | -86.4% | -49.8% |
| All | +31.1% | +348.7% | -317.6% | -53.6% |
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