+202.5%
BAH vs WTW
+198.0%
+4.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.3% | -5.7% | +10.0% | +6.3% |
| 30D | -2.5% | -7.3% | +4.8% | -0.1% |
| 3M | -0.9% | +21.5% | -22.4% | -7.3% |
| 6M | +1.5% | +9.6% | -8.2% | -2.4% |
| YTD | -8.0% | -3.3% | -4.7% | -8.1% |
| 1Y | -24.7% | -6.1% | -18.6% | -24.2% |
| 3Y | -28.4% | +61.8% | -90.2% | -41.0% |
| 5Y | +2.8% | +42.7% | -39.9% | -12.9% |
| All | +202.5% | +198.0% | +4.5% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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