+695.1%
WDC vs BA
+28.0%
+667.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.0% |
| 7D | -3.2% | -1.4% | -1.9% | -2.4% |
| 30D | -19.0% | -7.9% | -11.1% | -16.5% |
| 3M | -28.4% | -25.2% | -3.3% | -19.2% |
| 6M | -39.2% | -26.7% | -12.5% | -31.3% |
| YTD | +82.1% | -19.6% | +101.7% | +97.0% |
| 1Y | +84.7% | -10.6% | +95.2% | +89.5% |
| 3Y | +825.6% | -11.2% | +836.9% | +805.9% |
| 5Y | +608.2% | -20.4% | +628.6% | +601.7% |
| 10Y | +695.1% | +26.8% | +668.4% | +440.4% |
| All | +695.1% | +28.0% | +667.2% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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