+47.1%
BAX vs WTW
+1,139.1%
-1,092.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -0.9% | -3.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | -9.7% | -5.6% | -4.1% | -8.3% |
| 3M | +29.3% | +26.5% | +2.8% | +21.4% |
| 6M | +40.7% | +8.1% | +32.5% | +37.2% |
| YTD | +30.3% | -0.3% | +30.6% | +29.4% |
| 1Y | +3.4% | -0.9% | +4.2% | +2.8% |
| 3Y | -32.0% | +66.6% | -98.7% | -42.1% |
| 5Y | -66.9% | +54.0% | -120.8% | -71.3% |
| 10Y | -37.1% | +198.1% | -235.2% | -54.9% |
| All | +47.1% | +1,139.1% | -1,092.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling