-67.1%
BAX vs WY
-20.4%
-46.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -5.1% | -1.7% | -3.4% | -4.4% |
| 30D | -12.2% | -9.9% | -2.3% | -8.0% |
| 3M | +21.8% | -7.5% | +29.3% | +25.7% |
| 6M | +36.3% | -5.1% | +41.4% | +39.1% |
| YTD | +27.8% | -2.1% | +29.9% | +28.1% |
| 1Y | -0.1% | -7.3% | +7.3% | +2.5% |
| 3Y | -33.3% | -22.6% | -10.7% | -27.3% |
| 5Y | -67.1% | -19.8% | -47.3% | -64.0% |
| All | -67.1% | -20.4% | -46.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling