+2,295.2%
WDC vs BAH
+886.2%
+1,409.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +6.2% |
| 7D | +1.7% | -3.2% | +5.0% | +2.5% |
| 30D | -10.0% | +2.0% | -12.0% | -10.8% |
| 3M | -18.8% | -7.6% | -11.1% | -18.2% |
| 6M | +79.0% | -5.7% | +84.7% | +77.5% |
| YTD | +171.6% | -11.7% | +183.3% | +170.4% |
| 1Y | +417.4% | -27.4% | +444.8% | +444.4% |
| 3Y | +1,251.8% | -32.5% | +1,284.3% | +1,293.1% |
| 5Y | +911.7% | -3.3% | +915.0% | +790.7% |
| 10Y | +1,399.6% | +186.0% | +1,213.6% | +787.3% |
| All | +2,295.2% | +886.2% | +1,409.0% | +830.9% |
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 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