+170.9%
WAB vs BAH
-32.1%
+203.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +1.7% | -4.3% | +6.0% | +2.0% |
| 30D | -2.4% | -4.5% | +2.0% | -2.1% |
| 3M | +9.7% | -7.6% | +17.3% | +10.4% |
| 6M | +16.5% | -10.6% | +27.1% | +17.3% |
| YTD | +33.7% | -12.6% | +46.3% | +34.1% |
| 1Y | +49.7% | -27.0% | +76.7% | +53.6% |
| 3Y | +170.9% | -31.5% | +202.4% | +181.3% |
| All | +170.9% | -32.1% | +203.0% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling