-28.9%
BAH vs WETO
-99.4%
+70.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.3% |
| 7D | +4.3% | -4.3% | +8.6% | +4.2% |
| 30D | -2.5% | -39.9% | +37.4% | -2.7% |
| 3M | -0.9% | -97.9% | +97.0% | -2.9% |
| 6M | +1.5% | -95.0% | +96.5% | -2.2% |
| YTD | -8.0% | -97.2% | +89.2% | -11.3% |
| 1Y | -24.7% | -98.9% | +74.2% | -27.2% |
| All | -28.9% | -99.4% | +70.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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