-0.9%
BA vs WY
-21.8%
+20.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +1.2% | -1.7% | +2.9% | +2.0% |
| 30D | -11.6% | -10.1% | -1.5% | -7.2% |
| 3M | -2.4% | -5.1% | +2.8% | -0.5% |
| 6M | -6.6% | -4.8% | -1.8% | -5.1% |
| YTD | -2.2% | -0.2% | -2.0% | -3.3% |
| 1Y | -8.0% | -6.6% | -1.4% | -6.3% |
| 3Y | -5.0% | -22.7% | +17.7% | +4.3% |
| All | -0.9% | -21.8% | +20.9% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling