+72.3%
BA vs WY
+5.5%
+66.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.2% |
| 7D | +2.5% | -2.1% | +4.5% | +3.8% |
| 30D | -10.1% | -10.5% | +0.4% | -3.8% |
| 3M | -2.4% | -4.9% | +2.5% | -0.2% |
| 6M | -8.8% | -4.9% | -3.9% | -7.0% |
| YTD | -2.9% | -1.7% | -1.3% | -3.7% |
| 1Y | -8.8% | -9.4% | +0.6% | -5.2% |
| 3Y | -0.3% | -22.3% | +22.0% | +10.4% |
| 5Y | -0.3% | -20.5% | +20.2% | +6.4% |
| 10Y | +72.3% | +4.9% | +67.4% | +39.5% |
| All | +72.3% | +5.5% | +66.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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