-3.8%
BAH vs WCC
+229.6%
-233.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | -4.3% | +8.5% | -12.8% | -5.1% |
| 30D | -4.5% | -1.0% | -3.5% | -4.5% |
| 3M | -7.6% | +2.1% | -9.7% | -8.1% |
| 6M | -10.6% | +36.8% | -47.4% | -14.6% |
| YTD | -12.6% | +47.7% | -60.3% | -17.5% |
| 1Y | -27.0% | +66.5% | -93.5% | -32.3% |
| 3Y | -31.5% | +134.2% | -165.6% | -41.2% |
| 5Y | -3.8% | +231.6% | -235.5% | -25.2% |
| All | -3.8% | +229.6% | -233.5% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling