+7.0%
WMT vs BAH
-28.2%
+35.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +3.9% | -3.2% | +7.2% | +4.1% |
| 30D | -4.4% | +2.0% | -6.4% | -4.4% |
| 3M | -8.8% | -7.6% | -1.2% | -9.2% |
| 6M | -15.6% | -5.7% | -10.0% | -16.1% |
| YTD | -3.2% | -11.7% | +8.5% | -4.0% |
| 1Y | +7.0% | -27.4% | +34.4% | +7.4% |
| All | +7.0% | -28.2% | +35.3% | +7.4% |
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