+23.3%
BA vs WWD
+439.4%
-416.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -1.1% | +4.0% | -5.1% | -3.8% |
| 30D | -7.1% | +0.4% | -7.5% | -8.0% |
| 3M | -25.5% | -7.9% | -17.6% | -22.0% |
| 6M | -28.7% | -10.6% | -18.1% | -24.9% |
| YTD | -21.0% | +9.4% | -30.4% | -29.7% |
| 1Y | -11.9% | +25.7% | -37.6% | -29.9% |
| 3Y | -16.2% | +148.5% | -164.7% | -62.4% |
| 5Y | -22.4% | +189.5% | -211.9% | -70.2% |
| All | +23.3% | +439.4% | -416.0% | -66.1% |
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