+212.3%
BAH vs WCC
+460.5%
-248.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -9.9% | +10.4% | +1.4% |
| 30D | +18.2% | -13.4% | +31.6% | +19.7% |
| 3M | +13.1% | -13.5% | +26.5% | +14.2% |
| 6M | +15.2% | -10.6% | +25.8% | +15.3% |
| YTD | +6.0% | +30.1% | -24.1% | +0.5% |
| 1Y | +3.1% | +22.3% | -19.2% | -1.5% |
| 3Y | -26.2% | +130.3% | -156.5% | -37.1% |
| 5Y | +9.3% | +144.5% | -135.2% | -10.0% |
| 10Y | +212.3% | +431.8% | -219.5% | +138.1% |
| All | +212.3% | +460.5% | -248.2% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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