+297.2%
BA vs WTW
+1,181.4%
-884.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.8% |
| 7D | -1.1% | +2.0% | -3.1% | -1.9% |
| 30D | -7.1% | +12.9% | -20.0% | -11.6% |
| 3M | -25.5% | +0.7% | -26.3% | -26.0% |
| 6M | -28.7% | +39.5% | -68.2% | -38.1% |
| YTD | -21.0% | +3.1% | -24.1% | -23.7% |
| 1Y | -11.9% | +4.8% | -16.6% | -15.5% |
| 3Y | -16.2% | +42.9% | -59.1% | -30.5% |
| 5Y | -22.4% | +55.3% | -77.7% | -38.2% |
| 10Y | +24.5% | +217.2% | -192.6% | -23.4% |
| All | +297.2% | +1,181.4% | -884.2% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling