-63.8%
WBD vs BAH
+44.8%
-108.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.7% |
| 7D | -13.9% | +2.4% | -16.4% | -14.6% |
| 30D | -7.6% | -0.5% | -7.1% | -7.5% |
| 3M | -28.3% | +4.8% | -33.1% | -29.3% |
| 6M | -22.3% | +36.2% | -58.5% | -29.7% |
| YTD | +6.9% | +22.2% | -15.3% | -0.7% |
| 1Y | -6.2% | +15.2% | -21.4% | -11.5% |
| All | -63.8% | +44.8% | -108.7% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling