+1,252.0%
WDC vs BAH
+1,056.2%
+195.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.4% |
| 7D | -28.0% | -3.5% | -24.4% | -27.4% |
| 30D | -34.9% | +24.3% | -59.2% | -38.4% |
| 3M | -41.6% | +16.3% | -57.9% | -44.0% |
| 6M | -45.4% | +13.6% | -59.0% | -48.2% |
| YTD | +53.3% | +3.5% | +49.8% | +46.3% |
| 1Y | +61.5% | +2.7% | +58.8% | +54.3% |
| 3Y | +712.3% | -26.6% | +738.9% | +726.7% |
| 5Y | +524.2% | +8.5% | +515.7% | +438.0% |
| 10Y | +616.5% | +225.1% | +391.4% | +311.6% |
| All | +1,252.0% | +1,056.2% | +195.8% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling