+276.0%
WAB vs BAH
+213.2%
+62.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | +4.0% | +0.5% | +3.6% | +3.9% |
| 30D | +6.3% | +18.2% | -11.9% | +2.1% |
| 3M | +3.3% | +13.1% | -9.8% | -0.1% |
| 6M | +14.5% | +15.2% | -0.7% | +9.5% |
| YTD | +42.7% | +6.0% | +36.7% | +37.3% |
| 1Y | +45.2% | +3.1% | +42.1% | +40.6% |
| 3Y | +173.8% | -26.2% | +200.0% | +180.2% |
| 5Y | +223.8% | +9.3% | +214.5% | +183.2% |
| All | +276.0% | +213.2% | +62.8% | +148.1% |
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