+201.7%
BAH vs WCC
+518.6%
-316.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.2% | +8.1% | +5.2% |
| 7D | +2.4% | +1.7% | +0.8% | +2.2% |
| 30D | -2.9% | -6.1% | +3.1% | -2.4% |
| 3M | -1.3% | +3.1% | -4.4% | -2.2% |
| 6M | -0.9% | +28.2% | -29.1% | -4.9% |
| YTD | -8.2% | +41.1% | -49.3% | -13.3% |
| 1Y | -24.0% | +61.3% | -85.3% | -29.6% |
| 3Y | -28.1% | +123.6% | -151.7% | -38.1% |
| 5Y | +2.5% | +214.8% | -212.3% | -18.1% |
| All | +201.7% | +518.6% | -316.9% | +112.7% |
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