+653.4%
WDC vs BA
+31.3%
+622.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.1% |
| 7D | -14.4% | -1.7% | -12.7% | -13.7% |
| 30D | -27.1% | -9.5% | -17.6% | -24.2% |
| 3M | -33.3% | -26.5% | -6.8% | -24.0% |
| 6M | -39.6% | -27.4% | -12.2% | -31.4% |
| YTD | +68.4% | -20.6% | +89.0% | +83.2% |
| 1Y | +78.2% | -11.4% | +89.6% | +83.6% |
| 3Y | +772.0% | -10.8% | +782.9% | +751.1% |
| 5Y | +584.9% | -21.9% | +606.8% | +584.6% |
| 10Y | +653.4% | +28.1% | +625.3% | +425.4% |
| All | +653.4% | +31.3% | +622.1% | +425.4% |
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