+148.4%
WBD vs BAH
-32.1%
+180.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -0.7% | -4.3% | +3.6% | -0.3% |
| 30D | +5.0% | -4.5% | +9.5% | +5.4% |
| 3M | +6.2% | -7.6% | +13.8% | +7.0% |
| 6M | +0.6% | -10.6% | +11.2% | +1.5% |
| YTD | -2.4% | -12.6% | +10.1% | -1.6% |
| 1Y | +127.7% | -27.0% | +154.7% | +134.0% |
| 3Y | +148.4% | -31.5% | +179.9% | +145.1% |
| All | +148.4% | -32.1% | +180.5% | +145.1% |
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 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