+31.1%
BA vs WWD
+442.6%
-411.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.4% | +1.5% |
| 7D | -0.1% | -2.6% | +2.5% | +1.3% |
| 30D | -9.1% | -7.7% | -1.4% | -4.5% |
| 3M | -28.2% | -17.7% | -10.5% | -18.6% |
| 6M | -23.1% | -15.9% | -7.2% | -15.5% |
| YTD | -20.6% | +1.8% | -22.3% | -25.6% |
| 1Y | -12.7% | +17.4% | -30.1% | -27.2% |
| 3Y | -11.6% | +137.1% | -148.7% | -59.0% |
| 5Y | -23.1% | +162.4% | -185.5% | -68.2% |
| All | +31.1% | +442.6% | -411.5% | -63.2% |
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