+883.7%
BAH vs WCC
+672.0%
+211.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -2.0% |
| 7D | -3.2% | +4.5% | -7.7% | -3.9% |
| 30D | +2.0% | -5.8% | +7.8% | +2.8% |
| 3M | -7.6% | -3.7% | -4.0% | -7.7% |
| 6M | -5.7% | +23.1% | -28.7% | -9.8% |
| YTD | -11.7% | +44.2% | -55.9% | -17.9% |
| 1Y | -27.4% | +62.1% | -89.5% | -34.0% |
| 3Y | -32.5% | +121.1% | -153.7% | -43.8% |
| 5Y | -3.3% | +214.0% | -217.3% | -26.7% |
| 10Y | +186.0% | +472.8% | -286.8% | +82.6% |
| All | +883.7% | +672.0% | +211.7% | +412.3% |
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