+87.7%
WDC vs BAH
+3.0%
+84.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.6% |
| 7D | +16.3% | -2.6% | +18.8% | +15.0% |
| 30D | -18.3% | +20.4% | -38.6% | -11.8% |
| 3M | -31.4% | +11.9% | -43.3% | -28.0% |
| 6M | -36.3% | +17.1% | -53.4% | -28.3% |
| YTD | +80.8% | +5.5% | +75.3% | +94.4% |
| 1Y | +87.7% | +5.6% | +82.1% | +96.9% |
| All | +87.7% | +3.0% | +84.7% | +96.9% |
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 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