+212.3%
BAH vs WU
-35.7%
+248.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | +0.5% | +11.0% | -10.6% | -2.0% |
| 30D | +18.2% | +13.4% | +4.8% | +14.7% |
| 3M | +13.1% | +2.2% | +10.8% | +12.2% |
| 6M | +15.2% | -18.2% | +33.4% | +19.5% |
| YTD | +6.0% | -18.3% | +24.3% | +9.8% |
| 1Y | +3.1% | -12.2% | +15.3% | +4.9% |
| 3Y | -26.2% | -20.8% | -5.4% | -24.5% |
| 5Y | +9.3% | -42.6% | +51.9% | +19.5% |
| 10Y | +212.3% | -35.5% | +247.8% | +217.1% |
| All | +212.3% | -35.7% | +248.0% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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