+201.7%
BAH vs WCN
+235.2%
-33.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.4% |
| 7D | +2.4% | -4.4% | +6.9% | +4.7% |
| 30D | -2.9% | -4.4% | +1.5% | -0.8% |
| 3M | -1.3% | +0.5% | -1.8% | -1.7% |
| 6M | -0.9% | -3.3% | +2.4% | +0.3% |
| YTD | -8.2% | -8.5% | +0.3% | -4.7% |
| 1Y | -24.0% | -8.9% | -15.0% | -21.0% |
| 3Y | -28.1% | +18.0% | -46.1% | -35.8% |
| 5Y | +2.5% | +25.0% | -22.5% | -12.6% |
| All | +201.7% | +235.2% | -33.6% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling