-20.4%
BA vs WWD
+191.3%
-211.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | 0.0% |
| 7D | -1.4% | +3.7% | -5.1% | -3.3% |
| 30D | -7.9% | +1.8% | -9.7% | -9.1% |
| 3M | -25.2% | -5.0% | -20.2% | -23.7% |
| 6M | -26.7% | -8.4% | -18.3% | -24.7% |
| YTD | -19.6% | +12.3% | -31.9% | -26.9% |
| 1Y | -10.6% | +26.2% | -36.8% | -24.3% |
| 3Y | -11.2% | +154.6% | -165.8% | -52.7% |
| 5Y | -20.4% | +195.3% | -215.7% | -62.1% |
| All | -20.4% | +191.3% | -211.8% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling