+810.4%
BAX vs WWD
+14,113.5%
-13,303.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | 0.0% |
| 7D | +12.1% | +4.2% | +8.0% | +11.5% |
| 30D | +7.6% | -2.1% | +9.7% | +7.8% |
| 3M | -4.5% | -13.2% | +8.7% | -2.6% |
| 6M | +52.0% | -16.9% | +68.9% | +55.3% |
| YTD | +35.1% | +5.2% | +29.9% | +33.0% |
| 1Y | +43.7% | +20.6% | +23.1% | +38.3% |
| 3Y | -20.9% | +146.3% | -167.3% | -32.1% |
| 5Y | -63.5% | +171.3% | -234.9% | -69.5% |
| 10Y | -36.0% | +471.3% | -507.3% | -53.5% |
| All | +810.4% | +14,113.5% | -13,303.1% | +427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling