+4.2%
WBD vs BAH
-3.7%
+7.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | +3.9% | -6.6% | +10.5% | +4.9% |
| 3M | +5.1% | -7.2% | +12.2% | +6.1% |
| 6M | +0.6% | -10.0% | +10.6% | +1.7% |
| YTD | -3.2% | -12.5% | +9.3% | -2.1% |
| 1Y | +127.7% | -27.9% | +155.6% | +137.8% |
| 3Y | +146.6% | -31.4% | +178.0% | +142.5% |
| 5Y | +4.2% | -3.2% | +7.4% | -4.7% |
| All | +4.2% | -3.7% | +7.8% | -4.7% |
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