+195.2%
BAH vs WCN
+322.1%
-126.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | +2.6% | -0.9% | +0.5% |
| 30D | +20.8% | +23.9% | -3.2% | +8.7% |
| 3M | +11.6% | +17.4% | -5.9% | +3.0% |
| 6M | +23.1% | +28.0% | -4.9% | +8.7% |
| YTD | +5.3% | +11.6% | -6.3% | -0.9% |
| 1Y | +6.1% | +16.9% | -10.7% | -2.5% |
| 3Y | -27.5% | +51.6% | -79.1% | -42.8% |
| 5Y | +6.2% | +48.0% | -41.8% | -16.6% |
| All | +195.2% | +322.1% | -126.9% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling