+642.9%
WDC vs BAH
+198.8%
+444.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.0% |
| 7D | +12.1% | +1.7% | +10.4% | +11.8% |
| 30D | -18.8% | +20.8% | -39.6% | -21.6% |
| 3M | -39.3% | +11.6% | -50.9% | -40.8% |
| 6M | -40.1% | +23.1% | -63.2% | -43.4% |
| YTD | +71.8% | +5.3% | +66.5% | +65.6% |
| 1Y | +88.5% | +6.1% | +82.3% | +81.0% |
| 3Y | +770.0% | -27.5% | +797.5% | +798.9% |
| 5Y | +549.0% | +6.2% | +542.9% | +457.7% |
| All | +642.9% | +198.8% | +444.1% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling