-35.6%
BAX vs WWD
+460.9%
-496.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +8.5% | -0.4% | +8.9% | +8.4% |
| 3M | -4.9% | -6.1% | +1.2% | -3.9% |
| 6M | +47.0% | -9.5% | +56.5% | +48.6% |
| YTD | +38.4% | +10.8% | +27.6% | +33.7% |
| 1Y | +49.1% | +23.5% | +25.6% | +40.3% |
| 3Y | -14.9% | +151.3% | -166.1% | -31.7% |
| 5Y | -63.1% | +187.8% | -250.9% | -71.8% |
| 10Y | -35.6% | +461.1% | -496.7% | -55.9% |
| All | -35.6% | +460.9% | -496.5% | -55.9% |
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