+1,309.1%
WDC vs BAH
+186.6%
+1,122.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +7.5% | -1.3% | +8.8% | +7.7% |
| 30D | +10.1% | -6.6% | +16.7% | +11.2% |
| 3M | -6.8% | -7.2% | +0.3% | -6.2% |
| 6M | +84.1% | -10.0% | +94.1% | +85.7% |
| YTD | +180.3% | -12.5% | +192.7% | +180.3% |
| 1Y | +411.1% | -27.9% | +439.0% | +439.0% |
| 3Y | +1,375.0% | -31.4% | +1,406.4% | +1,398.1% |
| 5Y | +991.6% | -3.2% | +994.8% | +835.6% |
| 10Y | +1,309.1% | +191.5% | +1,117.6% | +804.9% |
| All | +1,309.1% | +186.6% | +1,122.4% | +804.9% |
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 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