+201.2%
BA vs WU
-19.5%
+220.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | 0.0% | +11.0% | -11.0% | -4.5% |
| 30D | -8.9% | +13.4% | -22.3% | -13.8% |
| 3M | -25.5% | +2.2% | -27.7% | -26.6% |
| 6M | -27.0% | -18.2% | -8.8% | -22.2% |
| YTD | -20.1% | -18.3% | -1.9% | -15.6% |
| 1Y | -11.0% | -12.2% | +1.2% | -9.0% |
| 3Y | -11.8% | -20.8% | +9.0% | -8.7% |
| 5Y | -20.6% | -42.6% | +21.9% | -7.9% |
| 10Y | +26.6% | -35.5% | +62.1% | +40.6% |
| All | +201.2% | -19.5% | +220.8% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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