-0.3%
BA vs WTW
+65.4%
-65.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +2.5% | -2.7% | +5.2% | +2.8% |
| 30D | -10.1% | -5.6% | -4.5% | -9.4% |
| 3M | -2.4% | +26.5% | -28.9% | -5.1% |
| 6M | -8.8% | +8.1% | -17.0% | -9.4% |
| YTD | -2.9% | -0.3% | -2.6% | -2.5% |
| 1Y | -8.8% | -0.9% | -7.9% | -8.3% |
| 3Y | -0.3% | +66.6% | -66.9% | -5.6% |
| All | -0.3% | +65.4% | -65.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling