-3.8%
BAH vs WU
-51.1%
+47.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -4.3% | -0.8% | -3.5% | -4.3% |
| 30D | -4.5% | -1.1% | -3.3% | -4.4% |
| 3M | -7.6% | -1.8% | -5.8% | -7.9% |
| 6M | -10.6% | -23.9% | +13.3% | -8.0% |
| YTD | -12.6% | -20.4% | +7.8% | -10.5% |
| 1Y | -27.0% | -10.6% | -16.4% | -26.4% |
| 3Y | -31.5% | -27.7% | -3.7% | -29.8% |
| 5Y | -3.8% | -51.1% | +47.3% | +3.7% |
| All | -3.8% | -51.1% | +47.3% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling