+66.6%
WDC vs BA
-12.0%
+78.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.0% |
| 7D | -14.4% | -1.7% | -12.7% | -13.9% |
| 30D | -27.1% | -9.5% | -17.6% | -25.0% |
| 3M | -33.3% | -26.5% | -6.8% | -25.7% |
| 6M | -39.6% | -27.4% | -12.2% | -32.0% |
| YTD | +68.4% | -20.6% | +89.0% | +74.1% |
| All | +66.6% | -12.0% | +78.6% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling