-33.9%
BAX vs WWD
+494.7%
-528.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.4% |
| 7D | +9.0% | +4.2% | +4.9% | +8.1% |
| 30D | +8.5% | -0.8% | +9.2% | +8.5% |
| 3M | -4.1% | -8.2% | +4.1% | -2.7% |
| 6M | +46.9% | -9.8% | +56.8% | +48.6% |
| YTD | +38.4% | +10.4% | +28.0% | +33.7% |
| 1Y | +47.0% | +25.5% | +21.5% | +37.9% |
| 3Y | -14.9% | +155.8% | -170.7% | -32.0% |
| 5Y | -62.5% | +187.3% | -249.8% | -71.3% |
| 10Y | -33.9% | +462.7% | -496.6% | -55.4% |
| All | -33.9% | +494.7% | -528.6% | -55.4% |
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