+289.9%
WAB vs BAH
+186.6%
+103.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.5% |
| 30D | -4.6% | -6.6% | +2.1% | -3.1% |
| 3M | +5.6% | -7.2% | +12.8% | +7.0% |
| 6M | +13.8% | -10.0% | +23.8% | +15.5% |
| YTD | +31.9% | -12.5% | +44.3% | +33.2% |
| 1Y | +48.3% | -27.9% | +76.2% | +57.5% |
| 3Y | +167.1% | -31.4% | +198.5% | +174.7% |
| 5Y | +222.9% | -3.2% | +226.1% | +189.1% |
| 10Y | +289.9% | +191.5% | +98.5% | +156.4% |
| All | +289.9% | +186.6% | +103.3% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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