+1,053.3%
BAH vs WCC
+543.8%
+509.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.7% |
| 7D | -3.5% | -14.7% | +11.1% | -1.6% |
| 30D | +24.3% | -20.1% | +44.3% | +27.6% |
| 3M | +16.3% | -21.2% | +37.5% | +19.3% |
| 6M | +13.6% | -19.2% | +32.8% | +15.4% |
| YTD | +3.5% | +20.2% | -16.7% | -2.0% |
| 1Y | +2.7% | +14.5% | -11.8% | -2.1% |
| 3Y | -26.6% | +115.1% | -141.7% | -39.2% |
| 5Y | +8.5% | +121.5% | -113.0% | -13.5% |
| 10Y | +225.1% | +468.1% | -243.0% | +102.7% |
| All | +1,053.3% | +543.8% | +509.5% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling