+136.5%
WMT vs BAH
-26.8%
+163.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.0% | +1.7% | +0.3% | +1.9% |
| 30D | +10.3% | +20.8% | -10.5% | +8.8% |
| 3M | +11.0% | +11.6% | -0.6% | +10.0% |
| 6M | -2.3% | +23.1% | -25.4% | -4.0% |
| YTD | +15.7% | +5.3% | +10.4% | +14.2% |
| 1Y | +26.0% | +6.1% | +19.8% | +24.2% |
| 3Y | +136.5% | -27.5% | +164.0% | +139.0% |
| All | +136.5% | -26.8% | +163.3% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling