-31.3%
BAH vs WCC
+131.2%
-162.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -1.7% |
| 7D | -3.2% | +4.5% | -7.7% | -3.5% |
| 30D | +2.0% | -5.8% | +7.8% | +2.3% |
| 3M | -7.6% | -3.7% | -4.0% | -7.5% |
| 6M | -5.7% | +23.1% | -28.7% | -7.9% |
| YTD | -11.7% | +44.2% | -55.9% | -15.4% |
| 1Y | -27.4% | +62.1% | -89.5% | -31.3% |
| All | -31.3% | +131.2% | -162.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling