+26.6%
BA vs WWD
+460.9%
-434.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.6% |
| 30D | -8.9% | -0.4% | -8.5% | -9.3% |
| 3M | -25.5% | -6.1% | -19.4% | -23.0% |
| 6M | -27.0% | -9.5% | -17.4% | -23.7% |
| YTD | -20.1% | +10.8% | -31.0% | -29.5% |
| 1Y | -11.0% | +23.5% | -34.5% | -28.3% |
| 3Y | -11.8% | +151.3% | -163.1% | -60.7% |
| 5Y | -20.6% | +187.8% | -208.5% | -69.3% |
| 10Y | +26.6% | +461.1% | -434.5% | -65.6% |
| All | +26.6% | +460.9% | -434.3% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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