+17,845.4%
WDC vs BA
+1,890.7%
+15,954.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.0% | +5.5% |
| 7D | +1.7% | +1.2% | +0.6% | +1.2% |
| 30D | -10.0% | -11.6% | +1.7% | -4.5% |
| 3M | -18.8% | -2.4% | -16.4% | -18.2% |
| 6M | +79.0% | -6.6% | +85.7% | +82.7% |
| YTD | +171.6% | -2.2% | +173.8% | +171.7% |
| 1Y | +417.4% | -8.0% | +425.4% | +426.3% |
| 3Y | +1,251.8% | -5.0% | +1,256.8% | +1,199.9% |
| 5Y | +911.7% | -2.7% | +914.4% | +826.4% |
| 10Y | +1,399.6% | +75.9% | +1,323.8% | +817.6% |
| All | +17,845.4% | +1,890.7% | +15,954.7% | +2,898.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling