+18.7%
WM vs BAH
+2.9%
+15.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +13.7% | +18.2% | -4.6% | +11.1% |
| 3M | +5.2% | +13.1% | -7.9% | +3.3% |
| 6M | +11.2% | +15.2% | -4.0% | +8.0% |
| YTD | +9.4% | +6.0% | +3.4% | +6.9% |
| All | +18.7% | +2.9% | +15.8% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling