+6.5%
BAH vs WST
-0.5%
+7.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | +4.9% | -7.4% | -3.1% |
| 30D | +20.4% | +10.7% | +9.7% | +18.9% |
| 3M | +11.9% | +16.8% | -5.0% | +9.7% |
| 6M | +17.1% | +32.0% | -14.8% | +12.8% |
| YTD | +5.5% | +49.9% | -44.4% | -0.3% |
| 1Y | +5.6% | +50.6% | -45.0% | -0.4% |
| 3Y | -26.5% | +21.4% | -48.0% | -30.7% |
| 5Y | +6.5% | -0.6% | +7.0% | -1.2% |
| All | +6.5% | -0.5% | +7.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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