+1,382.3%
WDC vs BAH
+1,084.3%
+298.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -16.7% | +0.5% | -17.2% | -16.9% |
| 30D | -27.2% | +18.2% | -45.4% | -30.2% |
| 3M | -34.0% | +13.1% | -47.1% | -36.3% |
| 6M | -39.7% | +15.2% | -54.9% | -43.0% |
| YTD | +68.1% | +6.0% | +62.1% | +59.6% |
| 1Y | +66.3% | +3.1% | +63.2% | +59.1% |
| 3Y | +754.4% | -26.2% | +780.6% | +771.1% |
| 5Y | +595.8% | +9.3% | +586.5% | +500.4% |
| 10Y | +660.4% | +212.3% | +448.1% | +343.8% |
| All | +1,382.3% | +1,084.3% | +298.0% | +449.5% |
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