+30.4%
WBD vs BAH
+886.2%
-855.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | +8.8% | +2.0% | +6.8% | +8.2% |
| 3M | +4.6% | -7.6% | +12.3% | +6.1% |
| 6M | +1.1% | -5.7% | +6.7% | +1.4% |
| YTD | -2.0% | -11.7% | +9.7% | -0.8% |
| 1Y | +140.0% | -27.4% | +167.4% | +154.4% |
| 3Y | +144.4% | -32.5% | +176.9% | +153.2% |
| 5Y | -0.2% | -3.3% | +3.1% | -8.3% |
| 10Y | +9.1% | +186.0% | -176.9% | -27.6% |
| All | +30.4% | +886.2% | -855.8% | -40.8% |
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