+191.5%
BAH vs WU
-40.9%
+232.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.2% |
| 30D | -6.6% | -1.3% | -5.3% | -6.4% |
| 3M | -7.2% | -3.6% | -3.6% | -7.2% |
| 6M | -10.0% | -24.3% | +14.3% | -5.0% |
| YTD | -12.5% | -21.1% | +8.6% | -8.5% |
| 1Y | -27.9% | -10.3% | -17.6% | -27.4% |
| 3Y | -31.4% | -28.4% | -3.0% | -28.1% |
| 5Y | -3.2% | -51.2% | +48.0% | +11.5% |
| 10Y | +191.5% | -39.6% | +231.1% | +200.8% |
| All | +191.5% | -40.9% | +232.3% | +200.8% |
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