-37.1%
BAX vs WWD
+476.2%
-513.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -3.3% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -9.7% | -6.4% | -3.3% | -8.6% |
| 3M | +29.3% | -5.6% | +34.9% | +29.8% |
| 6M | +40.7% | -9.1% | +49.8% | +42.1% |
| YTD | +30.3% | +12.5% | +17.8% | +25.6% |
| 1Y | +3.4% | +41.3% | -37.9% | -5.3% |
| 3Y | -32.0% | +170.2% | -202.3% | -46.2% |
| 5Y | -66.9% | +192.5% | -259.4% | -74.7% |
| 10Y | -37.1% | +476.9% | -514.0% | -57.4% |
| All | -37.1% | +476.2% | -513.3% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling