+1,821.9%
BA vs WY
+688.1%
+1,133.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.9% |
| 30D | -11.6% | -10.1% | -1.5% | -7.6% |
| 3M | -2.4% | -5.1% | +2.8% | -0.7% |
| 6M | -6.6% | -4.8% | -1.8% | -5.3% |
| YTD | -2.2% | -0.2% | -2.0% | -3.0% |
| 1Y | -8.0% | -6.6% | -1.4% | -6.6% |
| 3Y | -5.0% | -22.7% | +17.7% | +2.7% |
| 5Y | -2.7% | -22.2% | +19.5% | +4.4% |
| 10Y | +75.9% | +7.3% | +68.6% | +63.6% |
| All | +1,821.9% | +688.1% | +1,133.8% | +667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling