+2.5%
BAH vs WTW
+42.3%
-39.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +2.4% | -7.8% | +10.2% | +4.9% |
| 30D | -2.9% | -7.9% | +4.9% | -0.6% |
| 3M | -1.3% | +19.9% | -21.3% | -6.8% |
| 6M | -0.9% | +9.8% | -10.7% | -4.5% |
| YTD | -8.2% | -3.3% | -4.9% | -8.7% |
| 1Y | -24.0% | -3.3% | -20.7% | -24.4% |
| 3Y | -28.1% | +61.5% | -89.6% | -40.0% |
| 5Y | +2.5% | +42.6% | -40.1% | -15.2% |
| All | +2.5% | +42.3% | -39.8% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling