+1,821.9%
BA vs WM
+26,336.4%
-24,514.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -11.6% | -2.4% | -9.3% | -11.2% |
| 3M | -2.4% | +0.4% | -2.8% | -2.7% |
| 6M | -6.6% | -9.5% | +2.9% | -4.9% |
| YTD | -2.2% | +0.5% | -2.7% | -2.9% |
| 1Y | -8.0% | -1.1% | -6.9% | -8.4% |
| 3Y | -5.0% | +46.0% | -51.0% | -14.4% |
| 5Y | -2.7% | +51.8% | -54.5% | -13.4% |
| 10Y | +75.9% | +307.5% | -231.6% | +29.3% |
| All | +1,821.9% | +26,336.4% | -24,514.5% | +928.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling