+297.3%
BA vs WTW
+1,156.4%
-859.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -0.6% | -2.3% | +1.7% | +0.4% |
| 30D | -8.0% | +10.7% | -18.7% | -11.8% |
| 3M | -25.8% | -3.1% | -22.7% | -25.1% |
| 6M | -27.6% | +31.7% | -59.2% | -35.7% |
| YTD | -21.0% | +1.1% | -22.1% | -23.0% |
| 1Y | -12.3% | +4.1% | -16.3% | -15.6% |
| 3Y | -12.8% | +42.1% | -54.8% | -27.5% |
| 5Y | -22.4% | +52.2% | -74.6% | -37.7% |
| 10Y | +24.6% | +210.9% | -186.4% | -22.8% |
| All | +297.3% | +1,156.4% | -859.0% | +115.1% |
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