-10.7%
BDX vs WAB
+164.6%
-175.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -2.2% | -5.9% | +3.7% | -0.9% |
| 3M | +20.1% | +9.4% | +10.7% | +17.0% |
| 6M | +9.1% | +13.8% | -4.8% | +4.8% |
| YTD | +17.9% | +31.8% | -13.9% | +9.3% |
| 1Y | +22.1% | +48.5% | -26.4% | +10.1% |
| All | -10.7% | +164.6% | -175.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling