+261.5%
WAB vs BAH
+198.8%
+62.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | +4.0% | +20.8% | -16.8% | -0.6% |
| 3M | +0.1% | +11.6% | -11.5% | -2.9% |
| 6M | +12.8% | +23.1% | -10.3% | +6.1% |
| YTD | +40.1% | +5.3% | +34.8% | +35.0% |
| 1Y | +46.4% | +6.1% | +40.2% | +40.5% |
| 3Y | +167.4% | -27.5% | +194.9% | +175.1% |
| 5Y | +215.0% | +6.2% | +208.8% | +178.2% |
| All | +261.5% | +198.8% | +62.7% | +141.5% |
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