+1,196.6%
WAB vs BAH
+886.2%
+310.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -3.2% | -3.2% | 0.0% | -2.4% |
| 30D | -4.4% | +2.0% | -6.4% | -5.1% |
| 3M | +7.9% | -7.6% | +15.5% | +9.5% |
| 6M | +8.7% | -5.7% | +14.4% | +8.9% |
| YTD | +33.0% | -11.7% | +44.7% | +34.2% |
| 1Y | +46.7% | -27.4% | +74.0% | +55.9% |
| 3Y | +153.0% | -32.5% | +185.5% | +164.3% |
| 5Y | +222.3% | -3.3% | +225.6% | +194.6% |
| 10Y | +291.0% | +186.0% | +105.0% | +148.5% |
| All | +1,196.6% | +886.2% | +310.4% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling