+875.6%
BAH vs WTW
+380.0%
+495.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.4% |
| 7D | -1.3% | -7.1% | +5.8% | +1.2% |
| 30D | -6.6% | -8.5% | +1.9% | -3.7% |
| 3M | -7.2% | +20.6% | -27.7% | -13.3% |
| 6M | -10.0% | +7.2% | -17.2% | -12.9% |
| YTD | -12.5% | -3.9% | -8.6% | -12.4% |
| 1Y | -27.9% | -3.6% | -24.3% | -28.0% |
| 3Y | -31.4% | +60.7% | -92.1% | -44.0% |
| 5Y | -3.2% | +42.2% | -45.4% | -18.7% |
| 10Y | +191.5% | +195.5% | -4.0% | +74.4% |
| All | +875.6% | +380.0% | +495.6% | +384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling