-3.8%
BAH vs WCN
+30.9%
-34.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | -4.5% | -2.1% | -2.3% | -3.6% |
| 3M | -7.6% | +6.4% | -14.0% | -9.9% |
| 6M | -10.6% | -3.7% | -6.9% | -9.4% |
| YTD | -12.6% | -6.4% | -6.2% | -10.5% |
| 1Y | -27.0% | -7.9% | -19.0% | -24.9% |
| 3Y | -31.5% | +20.8% | -52.3% | -38.4% |
| 5Y | -3.8% | +29.0% | -32.8% | -18.6% |
| All | -3.8% | +30.9% | -34.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling