+417.4%
WDC vs BAH
-28.2%
+445.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +5.3% |
| 7D | +1.7% | -3.2% | +5.0% | +0.6% |
| 30D | -10.0% | +2.0% | -12.0% | -9.0% |
| 3M | -18.8% | -7.6% | -11.1% | -16.2% |
| 6M | +79.0% | -5.7% | +84.7% | +85.4% |
| YTD | +171.6% | -11.7% | +183.3% | +177.3% |
| 1Y | +417.4% | -27.4% | +444.8% | +433.7% |
| All | +417.4% | -28.2% | +445.6% | +433.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling