+74.6%
BA vs WTW
+189.9%
-115.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -0.1% |
| 7D | -1.2% | -7.1% | +5.9% | +2.7% |
| 30D | -11.3% | -8.5% | -2.8% | -7.2% |
| 3M | -3.8% | +20.6% | -24.3% | -13.6% |
| 6M | -8.3% | +7.2% | -15.5% | -13.2% |
| YTD | -4.9% | -3.9% | -1.1% | -5.4% |
| 1Y | -10.1% | -3.6% | -6.5% | -11.1% |
| 3Y | -2.3% | +60.7% | -63.0% | -32.8% |
| 5Y | -3.5% | +42.2% | -45.7% | -29.2% |
| 10Y | +74.6% | +195.5% | -120.9% | -11.9% |
| All | +74.6% | +189.9% | -115.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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