+910.9%
WM vs BAH
+1,110.0%
-199.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +4.5% | +6.0% | -1.6% | +3.2% |
| 30D | +16.1% | +31.1% | -15.0% | +9.6% |
| 3M | +8.0% | +25.2% | -17.1% | +2.8% |
| 6M | +8.4% | +18.9% | -10.5% | +3.8% |
| YTD | +11.2% | +8.3% | +2.9% | +7.7% |
| 1Y | +22.3% | +6.2% | +16.1% | +18.7% |
| 3Y | +50.2% | -22.8% | +73.0% | +51.9% |
| 5Y | +63.3% | +13.6% | +49.7% | +48.1% |
| 10Y | +355.0% | +240.2% | +114.8% | +225.6% |
| All | +910.9% | +1,110.0% | -199.1% | +431.0% |
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