+330.8%
WM vs BAH
+199.5%
+131.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.2% | -2.6% | +3.7% | +1.8% |
| 30D | +15.2% | +20.4% | -5.1% | +10.5% |
| 3M | +8.3% | +11.9% | -3.5% | +5.4% |
| 6M | +13.1% | +17.1% | -4.0% | +8.3% |
| YTD | +12.5% | +5.5% | +7.0% | +9.3% |
| 1Y | +21.8% | +5.6% | +16.2% | +17.9% |
| 3Y | +48.8% | -26.5% | +75.3% | +51.7% |
| 5Y | +62.1% | +6.5% | +55.6% | +44.8% |
| All | +330.8% | +199.5% | +131.3% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling