+1,200.0%
WAB vs BAH
+1,056.2%
+143.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +3.0% |
| 7D | +1.4% | -3.5% | +5.0% | +2.3% |
| 30D | +0.4% | +24.3% | -23.8% | -5.4% |
| 3M | -3.8% | +16.3% | -20.2% | -8.2% |
| 6M | +5.1% | +13.6% | -8.5% | +0.2% |
| YTD | +33.3% | +3.5% | +29.8% | +28.4% |
| 1Y | +39.8% | +2.7% | +37.1% | +34.7% |
| 3Y | +161.1% | -26.6% | +187.6% | +167.3% |
| 5Y | +209.5% | +8.5% | +200.9% | +174.3% |
| 10Y | +293.8% | +225.1% | +68.8% | +141.6% |
| All | +1,200.0% | +1,056.2% | +143.8% | +380.0% |
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