+772.0%
WDC vs BAH
-26.0%
+798.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +10.0% |
| 7D | -14.4% | -1.5% | -12.9% | -14.5% |
| 30D | -27.1% | +17.3% | -44.3% | -25.9% |
| 3M | -33.3% | +14.9% | -48.1% | -32.3% |
| 6M | -39.6% | +14.2% | -53.8% | -37.7% |
| YTD | +68.4% | +5.1% | +63.3% | +73.2% |
| 1Y | +78.2% | +2.1% | +76.1% | +83.9% |
| 3Y | +772.0% | -26.0% | +798.0% | +861.1% |
| All | +772.0% | -26.0% | +798.0% | +861.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling