-32.4%
BAH vs WETO
-99.4%
+67.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.1% |
| 7D | -1.3% | -38.7% | +37.4% | -1.6% |
| 30D | -6.6% | -51.3% | +44.7% | -6.8% |
| 3M | -7.2% | -97.8% | +90.7% | -9.1% |
| 6M | -10.0% | -94.8% | +84.8% | -13.2% |
| YTD | -12.5% | -97.2% | +84.7% | -15.6% |
| 1Y | -27.9% | -98.9% | +71.0% | -30.3% |
| All | -32.4% | -99.4% | +67.1% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling